Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574356.3106 | 430405.1631 | 143951.1475 | 2363658.4829 | 1077678.4288 | 1285980.0542 |
Total P&L (%) | 574.3563 | 430.4052 | 143.9511 | 2363.6585 | 1077.6784 | 1285.9801 |
Avg Daily Profit (%) | 0.245 | 0.1836 | 0.0614 | 0.1368 | 0.1052 | 0.1122 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77520 | -45423 | -47232 | -1374294 | -873886 | -706498 |
Profit Factor | 2.9179 | 3.4326 | 2.1747 | 1.6101 | 1.4307 | 1.937 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 49.1803 | 46.6667 | 51.6129 | 49.1803 | 46.6667 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.0152 | 3.923 | 2.0388 | 1.6638 | 1.6351 | 1.8159 |
Largest Winning Trade | 185459 | 185459 | 54932 | 647074 | 596654 | 647074 |
Largest Losing Trade | -45809 | -30317 | -45809 | -591652 | -591652 | -368450 |
Avg Bars in Trades | 147 | 198 | 97 | 147 | 198 | 97 |
Avg Bars in Winners | 181 | 262 | 110 | 181 | 262 | 110 |
Avg Bars in Losers | 114 | 142 | 84 | 114 | 142 | 84 |
Bars Traded | 8986 | 5957 | 3029 | 8986 | 5957 | 3029 |
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 | -152324 | 457266 | -106633 | -173308 | -51415 | -38945 |
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{ "first_band": { "type": "dcm", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 159, "offset": 0, "std": 1.41192 } } }
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# | 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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