Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 104868.7814 | 58890.5277 | 45978.2537 | 111607.431 | 53069.8405 | 58537.5905 |
Total P&L (%) | 104.8688 | 58.8905 | 45.9783 | 111.6074 | 53.0698 | 58.5376 |
Avg Daily Profit (%) | 0.4027 | 0.2261 | 0.1766 | 0.2882 | 0.1636 | 0.1771 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62499 | -48138 | -39304 | -76619 | -63256 | -45287 |
Profit Factor | 1.2412 | 1.2616 | 1.2192 | 1.1854 | 1.1681 | 1.2043 |
Total Trades | 328 | 164 | 164 | 328 | 164 | 164 |
Winning Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Losing Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Profitability (%) | 53.3537 | 53.6585 | 53.0488 | 53.3537 | 53.6585 | 53.0488 |
Ratio Avg Win / Avg Loss | 1.0851 | 1.0896 | 1.0791 | 1.0364 | 1.0089 | 1.0659 |
Largest Winning Trade | 23883 | 23883 | 13613 | 23923 | 23923 | 17858 |
Largest Losing Trade | -13143 | -12884 | -13143 | -22816 | -22816 | -17148 |
Avg Bars in Trades | 74 | 74 | 75 | 74 | 74 | 75 |
Avg Bars in Winners | 68 | 62 | 74 | 68 | 62 | 74 |
Avg Bars in Losers | 81 | 87 | 75 | 81 | 87 | 75 |
Bars Traded | 24522 | 12166 | 12356 | 24522 | 12166 | 12356 |
Profit Streak | 3.7458 | 3.9958 | 3.7458 | 3.7458 | 3.9958 | 3.7458 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371347 | 252442 | 182544 | -7009 | -29329 | 212804 |
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{ "first_band": { "type": "dcm", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 224, "offset": 0, "std": 3.48094 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 207, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 224, "offset": 0, "std": 3.48094 } } }
# | 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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