Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310987.8842 | 327766.8661 | -16778.9819 | -34579.8476 | 169939.2436 | -204519.0912 |
Total P&L (%) | 310.9879 | 327.7669 | -16.779 | -34.5798 | 169.9392 | -204.5191 |
Avg Daily Profit (%) | 0.1624 | 0.1712 | -0.0088 | -0.0222 | 0.0519 | 0 |
Buy And Hold Return (%) | 16.8474 | 16.8474 | 16.8474 | 16.8474 | 16.8474 | 16.8474 |
Max Trade Drawdown | -205833 | -190707 | -153430 | -257854 | -217568 | -253712 |
Profit Factor | 1.1443 | 1.3418 | 0.986 | 0.9837 | 1.1788 | 0.8247 |
Total Trades | 1035 | 518 | 517 | 1035 | 518 | 517 |
Winning Trades | 625 | 304 | 321 | 625 | 304 | 321 |
Losing Trades | 410 | 214 | 196 | 410 | 214 | 196 |
Profitability (%) | 60.3865 | 58.6873 | 62.089 | 60.3865 | 58.6873 | 62.089 |
Ratio Avg Win / Avg Loss | 0.7507 | 0.9445 | 0.602 | 0.6453 | 0.8298 | 0.5035 |
Largest Winning Trade | 69089 | 69089 | 15339 | 111755 | 111755 | 19583 |
Largest Losing Trade | -55272 | -55272 | -43871 | -81555 | -80806 | -81555 |
Avg Bars in Trades | 21 | 30 | 13 | 21 | 30 | 13 |
Avg Bars in Winners | 13 | 15 | 12 | 13 | 15 | 12 |
Avg Bars in Losers | 34 | 53 | 13 | 34 | 53 | 13 |
Bars Traded | 22761 | 15930 | 6831 | 22761 | 15930 | 6831 |
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 | -48813 | 335686 | -576787 | -573409 | -145830 | -576787 |
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{ "first_band": { "type": "bbl", "factors": { "length": 4, "offset": 0, "std": 3.64837 } }, "second_band": { "type": "dcm", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 4, "offset": 0, "std": 3.64837 } }, "second_band": { "type": "dcm", "factors": { "length": 199, "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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