Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3047919.3585 | 2797651.734 | 250267.6245 | 18883162.6699 | 8337065.1094 | 10546097.5605 |
Total P&L (%) | 3047.9194 | 2797.6517 | 250.2676 | 18883.1627 | 8337.0651 | 10546.0976 |
Avg Daily Profit (%) | 1.3129 | 1.2051 | 0.1078 | 0.2262 | 0.1912 | 0.2013 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158034 | -99536 | -71235 | -17046238 | -10121584 | -10579515 |
Profit Factor | 4.7905 | 7.6225 | 1.6557 | 1.2955 | 1.2535 | 1.34 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 80 | 36 | 44 | 80 | 36 | 44 |
Losing Trades | 68 | 38 | 30 | 68 | 38 | 30 |
Profitability (%) | 54.0541 | 48.6486 | 59.4595 | 54.0541 | 48.6486 | 59.4595 |
Ratio Avg Win / Avg Loss | 4.0719 | 8.046 | 1.1289 | 1.1012 | 1.3232 | 0.9136 |
Largest Winning Trade | 2344900 | 2344900 | 78332 | 11921954 | 11921954 | 5370274 |
Largest Losing Trade | -68125 | -65329 | -68125 | -4987070 | -4987070 | -4156760 |
Avg Bars in Trades | 30 | 36 | 24 | 30 | 36 | 24 |
Avg Bars in Winners | 36 | 46 | 27 | 36 | 46 | 27 |
Avg Bars in Losers | 23 | 26 | 19 | 23 | 26 | 19 |
Bars Traded | 4494 | 2695 | 1799 | 4494 | 2695 | 1799 |
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 | 798104 | -42937 | -109719 | 332471 | -57221 | -55966 |
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{ "first_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 190, "offset": 0, "std": 2.84502 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 190, "offset": 0, "std": 2.84502 } } }
# | 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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