Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 485312.5461 | 408514.3837 | 76798.1624 | 359514.5164 | 257543.1947 | 101971.3217 |
Total P&L (%) | 485.3125 | 408.5144 | 76.7982 | 359.5145 | 257.5432 | 101.9713 |
Avg Daily Profit (%) | 0.207 | 0.1743 | 0.0328 | 0.0651 | 0.0544 | 0.03 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -131161 | -77221 | -122484 | -304920 | -202019 | -210191 |
Profit Factor | 1.7909 | 2.4541 | 1.2309 | 1.2745 | 1.3767 | 1.1629 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Losing Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Profitability (%) | 49.0566 | 49.0566 | 49.0566 | 49.0566 | 49.0566 | 49.0566 |
Ratio Avg Win / Avg Loss | 1.8598 | 2.5485 | 1.2782 | 1.3235 | 1.4297 | 1.2076 |
Largest Winning Trade | 253189 | 253189 | 53153 | 228018 | 228018 | 95796 |
Largest Losing Trade | -41245 | -38132 | -41245 | -119767 | -119767 | -85181 |
Avg Bars in Trades | 64 | 73 | 54 | 64 | 73 | 54 |
Avg Bars in Winners | 86 | 89 | 83 | 86 | 89 | 83 |
Avg Bars in Losers | 42 | 58 | 27 | 42 | 58 | 27 |
Bars Traded | 6799 | 3900 | 2900 | 6799 | 3900 | 2900 |
Profit Streak | 0 | 0 | 78.8712 | 0 | 0 | 78.8712 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395749 | -168344 | -329324 | -106188 | -300182 | -374068 |
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{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 2.50166 } }, "second_band": { "type": "dcm", "factors": { "length": 80, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 2.50166 } }, "second_band": { "type": "dcm", "factors": { "length": 80, "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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