Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126781.5214 | -31311.0528 | 158092.5741 | 11651.1639 | -48545.2403 | 60196.4042 |
Total P&L (%) | 126.7815 | -31.3111 | 158.0926 | 11.6512 | -48.5452 | 60.1964 |
Avg Daily Profit (%) | 0.1233 | -0.0305 | 0.1538 | 0.0107 | -0.0646 | 0.0458 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -67446 | -35717 | -61437 | -116822 | -51804 | -108740 |
Profit Factor | 1.3252 | 0.6793 | 1.5409 | 1.0201 | 0.6266 | 1.1336 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 43.4343 | 40 | 46.9388 | 43.4343 | 40 | 46.9388 |
Ratio Avg Win / Avg Loss | 1.7258 | 1.019 | 1.7419 | 1.3285 | 0.9398 | 1.2815 |
Largest Winning Trade | 62509 | 7169 | 62509 | 68875 | 11906 | 68875 |
Largest Losing Trade | -52423 | -7526 | -52423 | -100103 | -10764 | -100103 |
Avg Bars in Trades | 224 | 14 | 438 | 224 | 14 | 438 |
Avg Bars in Winners | 403 | 11 | 745 | 403 | 11 | 745 |
Avg Bars in Losers | 86 | 16 | 166 | 86 | 16 | 166 |
Bars Traded | 22189 | 725 | 21464 | 22189 | 725 | 21464 |
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 | -29315 | -762777 | 316763 | -493656 | -764444 | -206948 |
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{ "first_band": { "type": "dcm", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 39, "offset": 0, "std": 4.58818 } } }
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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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