Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1765473.1584 | 1561409.3145 | 204063.8439 | 48103512.0618 | 28556883.5918 | 19546628.47 |
Total P&L (%) | 1765.4732 | 1561.4093 | 204.0638 | 48103.5121 | 28556.8836 | 19546.6285 |
Avg Daily Profit (%) | 0.7482 | 0.6618 | 0.0865 | 0.2622 | 0.2401 | 0.224 |
Buy And Hold Return (%) | 561.4615 | 561.4615 | 561.4615 | 561.4615 | 561.4615 | 561.4615 |
Max Trade Drawdown | -137064 | -104182 | -66612 | -19473151 | -16215779 | -8208986 |
Profit Factor | 3.816 | 5.3371 | 1.7645 | 1.8263 | 1.8474 | 1.7973 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 73 | 31 | 42 | 73 | 31 | 42 |
Losing Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Profitability (%) | 56.1538 | 47.6923 | 64.6154 | 56.1538 | 47.6923 | 64.6154 |
Ratio Avg Win / Avg Loss | 2.9796 | 5.8536 | 0.9663 | 1.426 | 2.0262 | 0.9842 |
Largest Winning Trade | 989178 | 989178 | 37796 | 13730270 | 13730270 | 8294631 |
Largest Losing Trade | -48374 | -40555 | -48374 | -8908233 | -8908233 | -7313403 |
Avg Bars in Trades | 71 | 96 | 45 | 71 | 96 | 45 |
Avg Bars in Winners | 82 | 126 | 49 | 82 | 126 | 49 |
Avg Bars in Losers | 56 | 68 | 38 | 56 | 68 | 38 |
Bars Traded | 9242 | 6260 | 2982 | 9242 | 6260 | 2982 |
Profit Streak | 0 | 26.7433 | 0 | 0 | 26.7433 | 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 | 641153 | -115315 | -372487 | 434354 | -120150 | -120911 |
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{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 51, "offset": 0, "std": 1.29763 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 51, "offset": 0, "std": 1.29763 } } }
# | 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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