Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697559.9475 | 485759.2594 | 211800.6881 | 1163713.3307 | -448896.9533 | 1612610.284 |
Total P&L (%) | 697.5599 | 485.7593 | 211.8007 | 1163.7133 | -448.897 | 1612.6103 |
Avg Daily Profit (%) | 0.3854 | 0.2684 | 0.117 | 0.1402 | 0 | 0.1571 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67696 | -74835 | -42410 | -1839236 | -2070276 | -1094904 |
Profit Factor | 2.5533 | 2.9671 | 2.0479 | 1.1376 | 0.9031 | 1.4219 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 35.2381 | 26.4151 | 44.2308 | 35.2381 | 26.4151 | 44.2308 |
Ratio Avg Win / Avg Loss | 4.6926 | 8.2654 | 2.5821 | 2.0908 | 2.5158 | 1.7929 |
Largest Winning Trade | 503581 | 503581 | 70238 | 990370 | 982690 | 990370 |
Largest Losing Trade | -19251 | -18453 | -19251 | -513492 | -330104 | -513492 |
Avg Bars in Trades | 67 | 47 | 87 | 67 | 47 | 87 |
Avg Bars in Winners | 146 | 118 | 164 | 146 | 118 | 164 |
Avg Bars in Losers | 23 | 22 | 26 | 23 | 22 | 26 |
Bars Traded | 7049 | 2513 | 4536 | 7049 | 2513 | 4536 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325040 | -190039 | -215189 | -78874 | -781911 | -172688 |
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{ "first_band": { "type": "bbm", "factors": { "length": 216, "offset": 0, "std": 1.45344 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 216, "offset": 0, "std": 1.45344 } }, "second_band": { "type": "dcm", "factors": { "length": 9, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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