Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1086377.3058 | 116971.0066 | -1203348.3125 | -3822869.2235 | -9022557.3056 | 5199688.0822 |
Total P&L (%) | -1086.3773 | 116.971 | -1203.3483 | -3822.8692 | -9022.5573 | 5199.6881 |
Avg Daily Profit (%) | -0.5978 | 0.0644 | -0.6622 | 0 | 0 | 0.2187 |
Buy And Hold Return (%) | 700.8 | 700.8 | 700.8 | 700.8 | 700.8 | 700.8 |
Max Trade Drawdown | -1252590 | -113972 | -1293079 | -24754933 | -17062499 | -8001560 |
Profit Factor | 0.4268 | 1.3541 | 0.231 | 0.912 | 0.6611 | 1.3093 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 59 | 29 | 30 | 52 | 27 | 25 |
Losing Trades | 39 | 20 | 19 | 46 | 22 | 24 |
Profitability (%) | 60.2041 | 59.1837 | 61.2245 | 53.0612 | 55.102 | 51.0204 |
Ratio Avg Win / Avg Loss | 0.2821 | 0.9338 | 0.1463 | 0.8068 | 0.5387 | 1.2569 |
Largest Winning Trade | 52626 | 52626 | 34850 | 8831977 | 3438414 | 8831977 |
Largest Losing Trade | -815627 | -78542 | -815627 | -14831819 | -14831819 | -6542009 |
Avg Bars in Trades | 72 | 73 | 72 | 72 | 73 | 72 |
Avg Bars in Winners | 48 | 46 | 49 | 67 | 70 | 64 |
Avg Bars in Losers | 110 | 111 | 109 | 78 | 76 | 80 |
Bars Traded | 7134 | 3587 | 3547 | 7134 | 3587 | 3547 |
Profit Streak | 4.3048 | 25.3048 | 0 | 0 | 0 | 101.3048 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579130 | -272184 | -579226 | -580120 | -580020 | 342897 |
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{ "first_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 249, "offset": 151, "std": 1.99018 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 53, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 249, "offset": 151, "std": 1.99018 } } }
# | 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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