Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284228.5923 | 196060.3645 | 88168.2278 | -42349.9507 | -73920.5565 | 31570.6057 |
Total P&L (%) | 284.2286 | 196.0604 | 88.1682 | -42.35 | -73.9206 | 31.5706 |
Avg Daily Profit (%) | 0.1569 | 0.1082 | 0.0487 | -0.0304 | -0.0741 | 0.0151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -196549 | -229836 | -49335 | -363623 | -362007 | -145322 |
Profit Factor | 1.3765 | 1.3785 | 1.3723 | 0.9549 | 0.8854 | 1.1075 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 61 | 24 | 37 | 61 | 24 | 37 |
Losing Trades | 55 | 34 | 21 | 55 | 34 | 21 |
Profitability (%) | 52.5862 | 41.3793 | 63.7931 | 52.5862 | 41.3793 | 63.7931 |
Ratio Avg Win / Avg Loss | 1.2411 | 1.9528 | 0.7789 | 0.861 | 1.2543 | 0.6286 |
Largest Winning Trade | 254479 | 254479 | 43335 | 241273 | 241273 | 118830 |
Largest Losing Trade | -39057 | -39057 | -32877 | -118884 | -118884 | -100526 |
Avg Bars in Trades | 29 | 45 | 14 | 29 | 45 | 14 |
Avg Bars in Winners | 26 | 40 | 17 | 26 | 40 | 17 |
Avg Bars in Losers | 33 | 48 | 9 | 33 | 48 | 9 |
Bars Traded | 3466 | 2626 | 840 | 3466 | 2626 | 840 |
Profit Streak | 29.7546 | 33.2546 | 0 | 29.7546 | 33.2546 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333541 | -229730 | -307059 | -579316 | -761978 | -457528 |
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{ "first_band": { "type": "bbm", "factors": { "length": 49, "offset": 0, "std": 1.92204 } }, "second_band": { "type": "dcm", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 49, "offset": 0, "std": 1.92204 } }, "second_band": { "type": "dcm", "factors": { "length": 64, "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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