Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1021910.8147 | 1203505.7426 | -181594.9279 | -98922.0566 | 150173.3003 | -249095.3569 |
Total P&L (%) | 1021.9108 | 1203.5057 | -181.5949 | -98.9221 | 150.1733 | -249.0954 |
Avg Daily Profit (%) | 0.4282 | 0.5043 | -0.0761 | -0.1896 | 0.0384 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -290095 | -215888 | -268059 | -519639 | -253148 | -285944 |
Profit Factor | 1.7274 | 2.6892 | 0.7377 | 0.8872 | 1.3355 | 0.4194 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Losing Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Profitability (%) | 37.0629 | 37.5 | 36.6197 | 37.0629 | 37.5 | 36.6197 |
Ratio Avg Win / Avg Loss | 2.9333 | 4.4821 | 1.2769 | 1.5065 | 2.2258 | 0.7258 |
Largest Winning Trade | 1027372 | 1027372 | 62293 | 418684 | 418684 | 60971 |
Largest Losing Trade | -80115 | -64215 | -80115 | -184737 | -153431 | -184737 |
Avg Bars in Trades | 48 | 48 | 48 | 48 | 48 | 48 |
Avg Bars in Winners | 83 | 85 | 81 | 83 | 85 | 81 |
Avg Bars in Losers | 28 | 26 | 30 | 28 | 26 | 30 |
Bars Traded | 6963 | 3489 | 3474 | 6963 | 3489 | 3474 |
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 | 309942 | -68550 | -671272 | -582652 | -224476 | -672939 |
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{ "first_band": { "type": "bbm", "factors": { "length": 73, "offset": 0, "std": 4.43036 } }, "second_band": { "type": "dcm", "factors": { "length": 26, "offset": 0 } } }
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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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