Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202325.478 | 158798.1247 | 43527.3533 | 184442.5221 | 112993.4007 | 71449.1214 |
Total P&L (%) | 202.3255 | 158.7981 | 43.5274 | 184.4425 | 112.9934 | 71.4491 |
Avg Daily Profit (%) | 0.3885 | 0.3049 | 0.0836 | 0.2009 | 0.1453 | 0.1036 |
Buy And Hold Return (%) | 29.34 | 29.34 | 29.34 | 29.34 | 29.34 | 29.34 |
Max Trade Drawdown | -71656 | -70202 | -10180 | -243308 | -236823 | -36890 |
Profit Factor | 1.6002 | 1.6035 | 1.5886 | 1.2217 | 1.1766 | 1.3713 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 88 | 40 | 48 | 88 | 40 | 48 |
Losing Trades | 104 | 56 | 48 | 104 | 56 | 48 |
Profitability (%) | 45.8333 | 41.6667 | 50 | 45.8333 | 41.6667 | 50 |
Ratio Avg Win / Avg Loss | 1.8912 | 2.2449 | 1.5886 | 1.4438 | 1.6473 | 1.3713 |
Largest Winning Trade | 145587 | 145587 | 5949 | 211115 | 211115 | 22918 |
Largest Losing Trade | -25825 | -25825 | -4670 | -109688 | -109688 | -18461 |
Avg Bars in Trades | 126 | 238 | 15 | 126 | 238 | 15 |
Avg Bars in Winners | 159 | 330 | 17 | 159 | 330 | 17 |
Avg Bars in Losers | 99 | 172 | 14 | 99 | 172 | 14 |
Bars Traded | 24360 | 22853 | 1507 | 24360 | 22853 | 1507 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 396265 | 229918 | -94068 | 200676 | -30676 | -58776 |
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{ "first_band": { "type": "dcm", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 167, "offset": 0, "std": 4.84357 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 167, "offset": 0, "std": 4.84357 } } }
# | 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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