Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169567.8204 | 154620.2752 | 14947.5452 | 139164.1301 | 104147.5428 | 35016.5873 |
Total P&L (%) | 169.5678 | 154.6203 | 14.9475 | 139.1641 | 104.1475 | 35.0166 |
Avg Daily Profit (%) | 0.3256 | 0.2969 | 0.0287 | 0.1676 | 0.1371 | 0.0577 |
Buy And Hold Return (%) | 62.8177 | 62.8177 | 62.8177 | 62.8177 | 62.8177 | 62.8177 |
Max Trade Drawdown | -70181 | -71046 | -5037 | -200151 | -199779 | -9691 |
Profit Factor | 1.7691 | 1.7699 | 1.7607 | 1.302 | 1.2454 | 1.9637 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 55.8442 | 55.2632 | 56.4103 | 55.8442 | 55.2632 | 56.4103 |
Ratio Avg Win / Avg Loss | 1.3988 | 1.4328 | 1.3606 | 1.0295 | 1.0081 | 1.5174 |
Largest Winning Trade | 113350 | 113350 | 4122 | 163082 | 163082 | 13877 |
Largest Losing Trade | -26597 | -26597 | -3637 | -79821 | -79821 | -6705 |
Avg Bars in Trades | 320 | 635 | 12 | 320 | 635 | 12 |
Avg Bars in Winners | 299 | 601 | 12 | 299 | 601 | 12 |
Avg Bars in Losers | 345 | 677 | 13 | 345 | 677 | 13 |
Bars Traded | 24642 | 24152 | 489 | 24642 | 24152 | 489 |
Profit Streak | 0 | 26.445 | 0 | 0 | 26.445 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38251 | 305000 | -316975 | -43824 | -17808 | -277412 |
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{ "first_band": { "type": "dcm", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 194, "offset": 0, "std": 2.60667 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 194, "offset": 0, "std": 2.60667 } } }
# | 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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