Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1556254.2207 | 1491658.2845 | 64595.9361 | 2986316.7613 | 4295365.2842 | -1309048.523 |
Total P&L (%) | 1556.2542 | 1491.6583 | 64.5959 | 2986.3168 | 4295.3653 | -1309.0485 |
Avg Daily Profit (%) | 0.8548 | 0.8193 | 0.0355 | 0.1885 | 0.208 | 0 |
Buy And Hold Return (%) | 632.3601 | 632.3601 | 632.3601 | 632.3601 | 632.3601 | 632.3601 |
Max Trade Drawdown | -138905 | -94293 | -75935 | -12063057 | -8495157 | -7113857 |
Profit Factor | 2.265 | 3.5565 | 1.0999 | 1.0612 | 1.1877 | 0.9495 |
Total Trades | 559 | 279 | 280 | 559 | 279 | 280 |
Winning Trades | 179 | 82 | 97 | 179 | 82 | 97 |
Losing Trades | 380 | 197 | 183 | 380 | 197 | 183 |
Profitability (%) | 32.0215 | 29.3907 | 34.6429 | 32.0215 | 29.3907 | 34.6429 |
Ratio Avg Win / Avg Loss | 4.8083 | 8.5442 | 2.075 | 2.2527 | 2.8533 | 1.7914 |
Largest Winning Trade | 1005195 | 1005195 | 54605 | 6547353 | 6547353 | 2494340 |
Largest Losing Trade | -19830 | -18145 | -19830 | -2030305 | -1489437 | -2030305 |
Avg Bars in Trades | 38 | 39 | 37 | 38 | 39 | 37 |
Avg Bars in Winners | 83 | 100 | 69 | 83 | 100 | 69 |
Avg Bars in Losers | 17 | 13 | 21 | 17 | 13 | 21 |
Bars Traded | 21504 | 10924 | 10580 | 21504 | 10924 | 10580 |
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 | 346997 | 211074 | -425898 | -149853 | -14550 | -583063 |
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{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 2.81067 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 2.81067 } } }
# | 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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