Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1560522.2263 | 1529065.313 | 31456.9133 | 19896693.2149 | 23762937.7749 | -3866244.56 |
Total P&L (%) | 1560.5222 | 1529.0653 | 31.4569 | 19896.6932 | 23762.9378 | -3866.2446 |
Avg Daily Profit (%) | 0.6889 | 0.675 | 0.0139 | 0.2342 | 0.242 | 0 |
Buy And Hold Return (%) | 8693.1315 | 8693.1315 | 8693.1315 | 8693.1315 | 8693.1315 | 8693.1315 |
Max Trade Drawdown | -189194 | -166286 | -83032 | -13703805 | -9512720 | -9309246 |
Profit Factor | 2.7416 | 4.2227 | 1.0746 | 1.401 | 1.9419 | 0.8415 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 185 | 96 | 89 | 185 | 96 | 89 |
Losing Trades | 127 | 60 | 67 | 127 | 60 | 67 |
Profitability (%) | 59.2949 | 61.5385 | 57.0513 | 59.2949 | 61.5385 | 57.0513 |
Ratio Avg Win / Avg Loss | 1.882 | 2.6392 | 0.809 | 0.9618 | 1.2137 | 0.6335 |
Largest Winning Trade | 750406 | 750406 | 32846 | 11829884 | 11829884 | 1896101 |
Largest Losing Trade | -52445 | -52445 | -30985 | -7148687 | -7148687 | -4071083 |
Avg Bars in Trades | 41 | 72 | 10 | 41 | 72 | 10 |
Avg Bars in Winners | 30 | 48 | 11 | 30 | 48 | 11 |
Avg Bars in Losers | 58 | 112 | 8 | 58 | 112 | 8 |
Bars Traded | 12977 | 11379 | 1597 | 12977 | 11379 | 1597 |
Profit Streak | 6.0627 | 51.5627 | 0 | 6.0627 | 51.5627 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144797 | -143709 | -478729 | 213606 | 373366 | -579324 |
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{ "first_band": { "type": "bbl", "factors": { "length": 161, "offset": 0, "std": 4.99264 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 161, "offset": 0, "std": 4.99264 } }, "second_band": { "type": "dcm", "factors": { "length": 186, "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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