Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1975431.1373 | 2018226.379 | -42795.2417 | 1385.8007 | 91836.8711 | -90451.0704 |
Total P&L (%) | 1975.4311 | 2018.2264 | -42.7952 | 1.3858 | 91.8369 | -90.4511 |
Avg Daily Profit (%) | 0.8935 | 0.9128 | -0.0194 | 0.0006 | 0.0295 | -0.1062 |
Buy And Hold Return (%) | 428.8687 | 428.8687 | 428.8687 | 428.8687 | 428.8687 | 428.8687 |
Max Trade Drawdown | -117975 | -76386 | -172554 | -184693 | -120981 | -144904 |
Profit Factor | 3.7951 | 7.8235 | 0.8959 | 1.0018 | 1.2722 | 0.8004 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 47 | 19 | 28 | 47 | 19 | 28 |
Losing Trades | 99 | 54 | 45 | 99 | 54 | 45 |
Profitability (%) | 32.1918 | 26.0274 | 38.3562 | 32.1918 | 26.0274 | 38.3562 |
Ratio Avg Win / Avg Loss | 7.994 | 22.2352 | 1.4398 | 2.1101 | 3.6157 | 1.2864 |
Largest Winning Trade | 2092834 | 2092834 | 51417 | 224919 | 224919 | 46947 |
Largest Losing Trade | -79727 | -24391 | -79727 | -63022 | -32234 | -63022 |
Avg Bars in Trades | 27 | 22 | 32 | 27 | 22 | 32 |
Avg Bars in Winners | 60 | 59 | 60 | 60 | 59 | 60 |
Avg Bars in Losers | 12 | 9 | 15 | 12 | 9 | 15 |
Bars Traded | 4062 | 1655 | 2407 | 4062 | 1655 | 2407 |
Profit Streak | 25.676 | 0 | 27.676 | 25.676 | 0 | 27.676 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459220 | -76769 | -655056 | -580961 | -415232 | -655056 |
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{ "first_band": { "type": "dcm", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 225, "offset": 0, "std": 3.56497 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 226, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 225, "offset": 0, "std": 3.56497 } } }
# | 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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