Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2122145.4566 | 2022547.1676 | 99598.289 | 59915050.0252 | 44833631.5302 | 15081418.495 |
Total P&L (%) | 2122.1455 | 2022.5472 | 99.5983 | 59915.05 | 44833.6315 | 15081.4185 |
Avg Daily Profit (%) | 0.9343 | 0.8905 | 0.0439 | 0.282 | 0.2693 | 0.2214 |
Buy And Hold Return (%) | 8043.7489 | 8043.7489 | 8043.7489 | 8043.7489 | 8043.7489 | 8043.7489 |
Max Trade Drawdown | -118948 | -140489 | -16382 | -73456789 | -60566237 | -16681733 |
Profit Factor | 6.4542 | 8.0359 | 1.9801 | 1.3599 | 1.3389 | 1.4412 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 61.2903 | 56.5217 | 65.9574 | 61.2903 | 56.5217 | 65.9574 |
Ratio Avg Win / Avg Loss | 4.0763 | 6.1815 | 1.022 | 0.8589 | 1.0299 | 0.7438 |
Largest Winning Trade | 936131 | 936131 | 18674 | 73519206 | 73519206 | 5658895 |
Largest Losing Trade | -54804 | -54804 | -13153 | -59405508 | -59405508 | -16106604 |
Avg Bars in Trades | 67 | 125 | 11 | 67 | 125 | 11 |
Avg Bars in Winners | 36 | 69 | 9 | 36 | 69 | 9 |
Avg Bars in Losers | 116 | 197 | 15 | 116 | 197 | 15 |
Bars Traded | 6286 | 5754 | 532 | 6286 | 5754 | 532 |
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 | -142255 | -143086 | -295039 | 332419 | 321102 | 79388 |
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{ "first_band": { "type": "bbl", "factors": { "length": 239, "offset": 0, "std": 3.48317 } }, "second_band": { "type": "dcm", "factors": { "length": 104, "offset": 0 } } }
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# | 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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