Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -137106.192 | 128986.7378 | -266092.9298 | 1730680.9879 | 203683.3843 | 1526997.6037 |
Total P&L (%) | -137.1062 | 128.9867 | -266.0929 | 1730.681 | 203.6834 | 1526.9976 |
Avg Daily Profit (%) | -0.076 | 0.0715 | -0.1475 | 0.1613 | 0.0616 | 0.1547 |
Buy And Hold Return (%) | 203.9987 | 203.9987 | 203.9987 | 203.9987 | 203.9987 | 203.9987 |
Max Trade Drawdown | -433637 | -68870 | -468243 | -1108443 | -851041 | -776790 |
Profit Factor | 0.8196 | 1.8546 | 0.5633 | 1.5723 | 1.1477 | 1.9283 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 35 | 19 | 16 | 33 | 18 | 15 |
Losing Trades | 26 | 12 | 14 | 28 | 13 | 15 |
Profitability (%) | 57.377 | 61.2903 | 53.3333 | 54.0984 | 58.0645 | 50 |
Ratio Avg Win / Avg Loss | 0.6089 | 1.1713 | 0.4928 | 1.334 | 0.8289 | 1.9283 |
Largest Winning Trade | 52947 | 41743 | 52947 | 1360743 | 491194 | 1360743 |
Largest Losing Trade | -310550 | -34222 | -310550 | -672438 | -330430 | -672438 |
Avg Bars in Trades | 51 | 23 | 79 | 51 | 23 | 79 |
Avg Bars in Winners | 50 | 24 | 81 | 57 | 21 | 100 |
Avg Bars in Losers | 51 | 21 | 77 | 43 | 25 | 58 |
Bars Traded | 3118 | 728 | 2390 | 3118 | 728 | 2390 |
Profit Streak | 65.037 | 166.037 | 0 | 65.037 | 166.037 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -745262 | -258174 | -580393 | -155455 | -333971 | 405549 |
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 2.75805 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 115, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 2.75805 } } }
# | 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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