Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1171978.7294 | 1060628.8735 | 111349.856 | 1594895.9876 | 2062283.4942 | -467387.5067 |
Total P&L (%) | 1171.9787 | 1060.6289 | 111.3499 | 1594.896 | 2062.2835 | -467.3875 |
Avg Daily Profit (%) | 0.5057 | 0.4577 | 0.0481 | 0.1222 | 0.1327 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158159 | -117737 | -125463 | -8517153 | -6438374 | -4043159 |
Profit Factor | 1.8511 | 2.6726 | 1.1499 | 1.0409 | 1.1102 | 0.977 |
Total Trades | 357 | 178 | 179 | 357 | 178 | 179 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 237 | 121 | 116 | 237 | 121 | 116 |
Profitability (%) | 33.6134 | 32.0225 | 35.1955 | 33.6134 | 32.0225 | 35.1955 |
Ratio Avg Win / Avg Loss | 3.656 | 5.6734 | 2.1173 | 2.0558 | 2.3567 | 1.7988 |
Largest Winning Trade | 501838 | 501838 | 82728 | 5094135 | 5094135 | 2145777 |
Largest Losing Trade | -22562 | -22562 | -21190 | -1506899 | -1403324 | -1506899 |
Avg Bars in Trades | 38 | 35 | 40 | 38 | 35 | 40 |
Avg Bars in Winners | 74 | 70 | 77 | 74 | 70 | 77 |
Avg Bars in Losers | 20 | 19 | 20 | 20 | 19 | 20 |
Bars Traded | 13727 | 6405 | 7321 | 13727 | 6405 | 7321 |
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 | 347681 | 314060 | -188645 | -208383 | -120230 | -583375 |
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{ "first_band": { "type": "dcm", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 2.08859 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 2.08859 } } }
# | 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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