Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1203426.6047 | 1233333.7417 | -29907.1371 | -71210.4733 | 37187.425 | -108397.8982 |
Total P&L (%) | 1203.4266 | 1233.3337 | -29.9071 | -71.2105 | 37.1874 | -108.3979 |
Avg Daily Profit (%) | 0.4995 | 0.5119 | -0.0124 | -0.0517 | 0.0131 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -288523 | -211015 | -120796 | -833424 | -537378 | -385280 |
Profit Factor | 1.9175 | 2.4139 | 0.9319 | 0.9681 | 1.0251 | 0.8551 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 105 | 46 | 59 | 105 | 46 | 59 |
Losing Trades | 138 | 75 | 63 | 138 | 75 | 63 |
Profitability (%) | 43.2099 | 38.0165 | 48.3607 | 43.2099 | 38.0165 | 48.3607 |
Ratio Avg Win / Avg Loss | 2.5202 | 3.9358 | 0.9951 | 1.2723 | 1.6714 | 0.9131 |
Largest Winning Trade | 974927 | 974927 | 18896 | 497795 | 497795 | 70467 |
Largest Losing Trade | -54246 | -54246 | -30498 | -315408 | -315408 | -165263 |
Avg Bars in Trades | 37 | 64 | 11 | 37 | 64 | 11 |
Avg Bars in Winners | 46 | 94 | 8 | 46 | 94 | 8 |
Avg Bars in Losers | 31 | 46 | 14 | 31 | 46 | 14 |
Bars Traded | 9229 | 7836 | 1393 | 9229 | 7836 | 1393 |
Profit Streak | 0 | 96.8597 | 0 | 0 | 96.8597 | 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 | 463303 | 394895 | -581367 | -580480 | -373916 | -581367 |
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{ "first_band": { "type": "dcm", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 158, "offset": 0, "std": 4.27729 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 74, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 158, "offset": 0, "std": 4.27729 } } }
# | 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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