Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124950.0215 | 57787.4793 | 67162.5422 | 157657.2657 | 69144.6858 | 88512.5799 |
Total P&L (%) | 124.95 | 57.7875 | 67.1625 | 157.6573 | 69.1447 | 88.5126 |
Avg Daily Profit (%) | 0.4798 | 0.2219 | 0.2579 | 0.3641 | 0.202 | 0.2437 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61440 | -39986 | -39308 | -95380 | -59651 | -56942 |
Profit Factor | 1.2954 | 1.258 | 1.3375 | 1.2222 | 1.1823 | 1.2681 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 182 | 88 | 94 | 182 | 88 | 94 |
Losing Trades | 142 | 74 | 68 | 142 | 74 | 68 |
Profitability (%) | 56.1728 | 54.321 | 58.0247 | 56.1728 | 54.321 | 58.0247 |
Ratio Avg Win / Avg Loss | 1.0107 | 1.0578 | 0.9676 | 0.9536 | 0.9942 | 0.9173 |
Largest Winning Trade | 24956 | 24956 | 14949 | 32808 | 32808 | 22463 |
Largest Losing Trade | -13441 | -13441 | -12662 | -27056 | -27056 | -18497 |
Avg Bars in Trades | 76 | 76 | 76 | 76 | 76 | 76 |
Avg Bars in Winners | 69 | 61 | 76 | 69 | 61 | 76 |
Avg Bars in Losers | 84 | 93 | 76 | 84 | 93 | 76 |
Bars Traded | 24729 | 12332 | 12397 | 24729 | 12332 | 12397 |
Profit Streak | 2.2615 | 0 | 11.5844 | 2.2615 | 0 | 11.5844 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335928 | 226040 | 294895 | 224226 | -14611 | 282063 |
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{ "first_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 1.70475 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 206, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 1.70475 } } }
# | 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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