Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1506530.8481 | 1484160.5957 | 22370.2524 | 1006541.2214 | 1950671.6483 | -944130.427 |
Total P&L (%) | 1506.5308 | 1484.1606 | 22.3703 | 1006.5412 | 1950.6716 | -944.1304 |
Avg Daily Profit (%) | 0.6679 | 0.658 | 0.0099 | 0.1066 | 0.134 | 0 |
Buy And Hold Return (%) | 555.2853 | 555.2853 | 555.2853 | 555.2853 | 555.2853 | 555.2853 |
Max Trade Drawdown | -146254 | -94980 | -67942 | -7923565 | -4237108 | -3919295 |
Profit Factor | 3.4606 | 5.599 | 1.0773 | 1.0645 | 1.2394 | 0.8733 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Profitability (%) | 45.4545 | 43.1818 | 47.7273 | 45.4545 | 43.1818 | 47.7273 |
Ratio Avg Win / Avg Loss | 4.1527 | 7.3671 | 1.1799 | 1.2774 | 1.6308 | 0.9564 |
Largest Winning Trade | 1160880 | 1160880 | 36975 | 3127350 | 3127350 | 1692986 |
Largest Losing Trade | -58121 | -58121 | -30928 | -2746985 | -2746985 | -1716544 |
Avg Bars in Trades | 48 | 71 | 25 | 48 | 71 | 25 |
Avg Bars in Winners | 67 | 103 | 34 | 67 | 103 | 34 |
Avg Bars in Losers | 33 | 47 | 17 | 33 | 47 | 17 |
Bars Traded | 4279 | 3141 | 1138 | 4279 | 3141 | 1138 |
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 | 495258 | 510897 | -481453 | -209421 | -18122 | -581325 |
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{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 4.9729 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 25, "offset": 0, "std": 4.9729 } } }
# | 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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