Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2197312.2256 | 2433811.3402 | -236499.1146 | -99407.5439 | -55760.0622 | -43647.4817 |
Total P&L (%) | 2197.3122 | 2433.8113 | -236.4991 | -99.4075 | -55.7601 | -43.6475 |
Avg Daily Profit (%) | 0.9472 | 1.0492 | -0.102 | -0.2208 | -0.0352 | -0.0247 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -292158 | -245029 | -259476 | -134260 | -103297 | -65880 |
Profit Factor | 2.446 | 3.6694 | 0.6109 | 0.7237 | 0.7627 | 0.6505 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 72 | 34 | 38 | 72 | 34 | 38 |
Losing Trades | 115 | 59 | 56 | 115 | 59 | 56 |
Profitability (%) | 38.5027 | 36.5591 | 40.4255 | 38.5027 | 36.5591 | 40.4255 |
Ratio Avg Win / Avg Loss | 3.9068 | 6.3675 | 0.9003 | 1.156 | 1.3235 | 0.9586 |
Largest Winning Trade | 2532167 | 2532167 | 34552 | 69070 | 69070 | 15545 |
Largest Losing Trade | -57900 | -57900 | -45805 | -78080 | -78080 | -19037 |
Avg Bars in Trades | 48 | 74 | 23 | 48 | 74 | 23 |
Avg Bars in Winners | 58 | 87 | 31 | 58 | 87 | 31 |
Avg Bars in Losers | 42 | 66 | 17 | 42 | 66 | 17 |
Bars Traded | 9085 | 6882 | 2203 | 9085 | 6882 | 2203 |
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 | 520658 | 528069 | -584526 | -582603 | -584644 | -584526 |
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{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 2.6975 } }, "second_band": { "type": "dcm", "factors": { "length": 147, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 2.6975 } }, "second_band": { "type": "dcm", "factors": { "length": 147, "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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