Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399956.4283 | 428007.6613 | -28051.233 | 13248.118 | 89853.7735 | -76605.6555 |
Total P&L (%) | 399.9564 | 428.0077 | -28.0512 | 13.2481 | 89.8538 | -76.6057 |
Avg Daily Profit (%) | 0.2834 | 0.3033 | -0.0199 | 0.0088 | 0.0454 | -0.1029 |
Buy And Hold Return (%) | 63.9796 | 63.9796 | 63.9796 | 63.9796 | 63.9796 | 63.9796 |
Max Trade Drawdown | -112361 | -80464 | -111600 | -120808 | -90668 | -90473 |
Profit Factor | 1.4697 | 1.9451 | 0.9296 | 1.0209 | 1.2949 | 0.7679 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 44.8276 | 44.4444 | 45.2055 | 44.8276 | 44.4444 | 45.2055 |
Ratio Avg Win / Avg Loss | 1.8088 | 2.4314 | 1.1268 | 1.2565 | 1.6187 | 0.9308 |
Largest Winning Trade | 223518 | 223518 | 29044 | 148621 | 148621 | 42238 |
Largest Losing Trade | -42673 | -42673 | -40431 | -76865 | -37107 | -76865 |
Avg Bars in Trades | 114 | 157 | 72 | 114 | 157 | 72 |
Avg Bars in Winners | 133 | 206 | 62 | 133 | 206 | 62 |
Avg Bars in Losers | 99 | 118 | 79 | 99 | 118 | 79 |
Bars Traded | 16627 | 11365 | 5262 | 16627 | 11365 | 5262 |
Profit Streak | 0 | 479.591 | 0 | 0 | 479.591 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303795 | -69043 | -652933 | -546025 | -252058 | -654600 |
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 163, "offset": 0, "std": 1.51156 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 163, "offset": 0, "std": 1.51156 } } }
# | 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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