Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -192111.0812 | 204023.4125 | -396134.4937 | 3887558.7773 | -540493.1913 | 4428051.9686 |
Total P&L (%) | -192.1111 | 204.0234 | -396.1345 | 3887.5588 | -540.4932 | 4428.052 |
Avg Daily Profit (%) | -0.0768 | 0.0816 | -0.1584 | 0.1475 | 0 | 0.1526 |
Buy And Hold Return (%) | 808.8406 | 808.8406 | 808.8406 | 808.8406 | 808.8406 | 808.8406 |
Max Trade Drawdown | -335416 | -49654 | -455718 | -2162405 | -1967879 | -1131964 |
Profit Factor | 0.7674 | 2.4231 | 0.4196 | 1.7703 | 0.7738 | 2.666 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 50 | 28 | 22 | 36 | 18 | 18 |
Losing Trades | 30 | 12 | 18 | 44 | 22 | 22 |
Profitability (%) | 62.5 | 70 | 55 | 45 | 45 | 45 |
Ratio Avg Win / Avg Loss | 0.4604 | 1.0385 | 0.3433 | 2.1637 | 0.9457 | 3.2585 |
Largest Winning Trade | 38010 | 38010 | 35762 | 6056905 | 682942 | 6056905 |
Largest Losing Trade | -315346 | -34860 | -315346 | -830155 | -830155 | -666037 |
Avg Bars in Trades | 59 | 47 | 71 | 59 | 47 | 71 |
Avg Bars in Winners | 48 | 42 | 56 | 56 | 40 | 73 |
Avg Bars in Losers | 77 | 59 | 89 | 61 | 53 | 70 |
Bars Traded | 4774 | 1907 | 2867 | 4774 | 1907 | 2867 |
Profit Streak | 0 | 113.7868 | 0 | 0 | 113.7868 | 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 | -602657 | -243125 | -580101 | -19620 | -582131 | 352247 |
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{ "first_band": { "type": "dcm", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 200, "offset": 0, "std": 2.33642 } } }
# | 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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