Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168656.5304 | 189269.3292 | -20612.7987 | 43422.234 | 84261.173 | -40838.9391 |
Total P&L (%) | 168.6565 | 189.2693 | -20.6128 | 43.4222 | 84.2612 | -40.8389 |
Avg Daily Profit (%) | 0.1619 | 0.1817 | -0.0198 | 0.0346 | 0.0587 | -0.0504 |
Buy And Hold Return (%) | 37.109 | 37.109 | 37.109 | 37.109 | 37.109 | 37.109 |
Max Trade Drawdown | -87750 | -74159 | -25171 | -303967 | -259882 | -49375 |
Profit Factor | 1.4491 | 1.5746 | 0.553 | 1.0556 | 1.1225 | 0.5596 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Losing Trades | 48 | 21 | 27 | 48 | 21 | 27 |
Profitability (%) | 51.5152 | 57.1429 | 46 | 51.5152 | 57.1429 | 46 |
Ratio Avg Win / Avg Loss | 1.3639 | 1.1809 | 0.6491 | 0.9935 | 0.8419 | 0.6569 |
Largest Winning Trade | 105174 | 105174 | 4461 | 114091 | 114091 | 8280 |
Largest Losing Trade | -34930 | -34930 | -6375 | -108072 | -108072 | -19234 |
Avg Bars in Trades | 236 | 474 | 3 | 236 | 474 | 3 |
Avg Bars in Winners | 221 | 399 | 3 | 221 | 399 | 3 |
Avg Bars in Losers | 253 | 575 | 3 | 253 | 575 | 3 |
Bars Traded | 23437 | 23269 | 168 | 23437 | 23269 | 168 |
Profit Streak | 0 | 76.348 | 0 | 0 | 76.348 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 252463 | 358082 | -761833 | -420012 | -205050 | -762111 |
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{ "first_band": { "type": "bbl", "factors": { "length": 216, "offset": 0, "std": 4.6783 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 216, "offset": 0, "std": 4.6783 } }, "second_band": { "type": "dcm", "factors": { "length": 29, "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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