Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1472718.9519 | 1379378.8247 | 93340.1272 | 62803333.9972 | 43892961.3291 | 18910372.668 |
Total P&L (%) | 1472.719 | 1379.3788 | 93.3401 | 62803.334 | 43892.9613 | 18910.3727 |
Avg Daily Profit (%) | 0.8056 | 0.7546 | 0.0511 | 0.3531 | 0.3335 | 0.2875 |
Buy And Hold Return (%) | 7185.4167 | 7185.4167 | 7185.4167 | 7185.4167 | 7185.4167 | 7185.4167 |
Max Trade Drawdown | -139371 | -105211 | -274650 | -18956204 | -16948857 | -16449298 |
Profit Factor | 1.6758 | 2.3187 | 1.0824 | 1.3289 | 1.4429 | 1.2059 |
Total Trades | 779 | 390 | 389 | 779 | 390 | 389 |
Winning Trades | 318 | 153 | 165 | 318 | 153 | 165 |
Losing Trades | 461 | 237 | 224 | 461 | 237 | 224 |
Profitability (%) | 40.8216 | 39.2308 | 42.4165 | 40.8216 | 39.2308 | 42.4165 |
Ratio Avg Win / Avg Loss | 2.4293 | 3.5917 | 1.4694 | 1.9265 | 2.2351 | 1.6371 |
Largest Winning Trade | 329344 | 329344 | 48902 | 16826947 | 16826947 | 8985027 |
Largest Losing Trade | -38450 | -38450 | -27450 | -5861059 | -5861059 | -5730432 |
Avg Bars in Trades | 28 | 33 | 22 | 28 | 33 | 22 |
Avg Bars in Winners | 43 | 57 | 31 | 43 | 57 | 31 |
Avg Bars in Losers | 17 | 18 | 16 | 17 | 18 | 16 |
Bars Traded | 21847 | 13076 | 8771 | 21847 | 13076 | 8771 |
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 | -148655 | -151289 | -421626 | 413847 | 286134 | 171845 |
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{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 193, "offset": 0, "std": 1.80142 } } }
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# | 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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