Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612704.1382 | 676114.2803 | -63410.1421 | -87969.5311 | 88406.3319 | -176375.863 |
Total P&L (%) | 612.7041 | 676.1143 | -63.4101 | -87.9695 | 88.4063 | -176.3759 |
Avg Daily Profit (%) | 0.3291 | 0.3632 | -0.0341 | -0.1137 | 0.034 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -274530 | -256031 | -65976 | -881344 | -816511 | -193881 |
Profit Factor | 1.804 | 2.1257 | 0.6071 | 0.9527 | 1.0621 | 0.5976 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 53 | 22 | 31 | 53 | 22 | 31 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 41.0853 | 34.375 | 47.6923 | 41.0853 | 34.375 | 47.6923 |
Ratio Avg Win / Avg Loss | 2.5869 | 4.0581 | 0.6659 | 1.3662 | 2.0277 | 0.6555 |
Largest Winning Trade | 813087 | 813087 | 17931 | 794690 | 794690 | 72246 |
Largest Losing Trade | -42322 | -42322 | -21725 | -310649 | -310649 | -193881 |
Avg Bars in Trades | 82 | 151 | 14 | 82 | 151 | 14 |
Avg Bars in Winners | 107 | 236 | 15 | 107 | 236 | 15 |
Avg Bars in Losers | 65 | 107 | 13 | 65 | 107 | 13 |
Bars Traded | 10650 | 9712 | 938 | 10650 | 9712 | 938 |
Profit Streak | 0 | 108.0078 | 0 | 0 | 108.0078 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339783 | -131101 | -713078 | -582236 | -443073 | -713078 |
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{ "first_band": { "type": "bbm", "factors": { "length": 103, "offset": 195, "std": 1.9753 } }, "second_band": { "type": "dcu", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 103, "offset": 195, "std": 1.9753 } }, "second_band": { "type": "dcu", "factors": { "length": 43, "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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