Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 978910.9114 | 797827.028 | 181083.8835 | 12696369.1661 | 11823573.2131 | 872795.953 |
Total P&L (%) | 978.9109 | 797.827 | 181.0839 | 12696.3692 | 11823.5732 | 872.796 |
Avg Daily Profit (%) | 0.3917 | 0.3192 | 0.0725 | 0.1943 | 0.1915 | 0.0911 |
Buy And Hold Return (%) | 268.2023 | 268.2023 | 268.2023 | 268.2023 | 268.2023 | 268.2023 |
Max Trade Drawdown | -92827 | -87628 | -41281 | -10287655 | -7321856 | -3755617 |
Profit Factor | 1.9711 | 2.3769 | 1.4225 | 1.4179 | 1.6545 | 1.0709 |
Total Trades | 352 | 176 | 176 | 352 | 176 | 176 |
Winning Trades | 137 | 59 | 78 | 137 | 59 | 78 |
Losing Trades | 215 | 117 | 98 | 215 | 117 | 98 |
Profitability (%) | 38.9205 | 33.5227 | 44.3182 | 38.9205 | 33.5227 | 44.3182 |
Ratio Avg Win / Avg Loss | 3.0934 | 4.7135 | 1.7873 | 2.2252 | 3.2809 | 1.3455 |
Largest Winning Trade | 388015 | 388015 | 36524 | 12764422 | 12764422 | 888292 |
Largest Losing Trade | -20766 | -20766 | -17515 | -2041861 | -2041861 | -1933383 |
Avg Bars in Trades | 42 | 37 | 46 | 42 | 37 | 46 |
Avg Bars in Winners | 73 | 71 | 75 | 73 | 71 | 75 |
Avg Bars in Losers | 22 | 20 | 23 | 22 | 20 | 23 |
Bars Traded | 14860 | 6670 | 8190 | 14860 | 6670 | 8190 |
Profit Streak | 15.7295 | 0 | 19.2295 | 15.7295 | 0 | 19.2295 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323956 | 158725 | -261320 | 288586 | 182041 | -217706 |
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{ "first_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 2.25433 } }, "second_band": { "type": "dcm", "factors": { "length": 14, "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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