Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296381.8806 | 63169.5136 | 233212.367 | 349372.9104 | -57521.3406 | 406894.251 |
Total P&L (%) | 296.3819 | 63.1695 | 233.2124 | 349.3729 | -57.5213 | 406.8943 |
Avg Daily Profit (%) | 0.2272 | 0.0484 | 0.1787 | 0.1152 | -0.0656 | 0.1245 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90678 | -93008 | -42555 | -195191 | -279752 | -139499 |
Profit Factor | 1.8567 | 1.274 | 3.0211 | 1.394 | 0.9038 | 2.4088 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 41 | 17 | 24 | 41 | 17 | 24 |
Losing Trades | 27 | 17 | 10 | 27 | 17 | 10 |
Profitability (%) | 60.2941 | 50 | 70.5882 | 60.2941 | 50 | 70.5882 |
Ratio Avg Win / Avg Loss | 1.2227 | 1.274 | 1.2588 | 0.918 | 0.9038 | 1.0037 |
Largest Winning Trade | 107414 | 107414 | 48998 | 145406 | 145406 | 98497 |
Largest Losing Trade | -54375 | -54375 | -38559 | -139499 | -130197 | -139499 |
Avg Bars in Trades | 71 | 36 | 106 | 71 | 36 | 106 |
Avg Bars in Winners | 69 | 27 | 99 | 69 | 27 | 99 |
Avg Bars in Losers | 75 | 46 | 125 | 75 | 46 | 125 |
Bars Traded | 4888 | 1257 | 3631 | 4888 | 1257 | 3631 |
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 | -101899 | -128800 | 531023 | -152330 | -580795 | -20704 |
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{ "first_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 1.55586 } }, "second_band": { "type": "dcm", "factors": { "length": 137, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 1.55586 } }, "second_band": { "type": "dcm", "factors": { "length": 137, "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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