Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523422.929 | 1411266.9396 | 112155.9894 | 1575936.2808 | -1102686.9487 | 2678623.2295 |
Total P&L (%) | 1523.4229 | 1411.2669 | 112.156 | 1575.9363 | -1102.6869 | 2678.6232 |
Avg Daily Profit (%) | 0.8225 | 0.762 | 0.0606 | 0.1523 | 0 | 0.1797 |
Buy And Hold Return (%) | 36.616 | 36.616 | 36.616 | 36.616 | 36.616 | 36.616 |
Max Trade Drawdown | -103854 | -140551 | -16816 | -3806466 | -5321033 | -331136 |
Profit Factor | 5.2711 | 5.5625 | 3.3681 | 1.1562 | 0.8799 | 3.9414 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 54.4304 | 48.7179 | 60 | 54.4304 | 48.7179 | 60 |
Ratio Avg Win / Avg Loss | 4.413 | 5.8552 | 2.2454 | 0.968 | 0.9262 | 2.6276 |
Largest Winning Trade | 1313447 | 1313447 | 22836 | 3283158 | 3283158 | 415017 |
Largest Losing Trade | -45625 | -45625 | -15088 | -1645265 | -1645265 | -301672 |
Avg Bars in Trades | 130 | 253 | 11 | 130 | 253 | 11 |
Avg Bars in Winners | 169 | 366 | 14 | 169 | 366 | 14 |
Avg Bars in Losers | 83 | 146 | 6 | 83 | 146 | 6 |
Bars Traded | 10324 | 9875 | 449 | 10324 | 9875 | 449 |
Profit Streak | 0 | 98.6276 | 0 | 0 | 98.6276 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9524 | 760684 | -107080 | -73462 | -580696 | 593450 |
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{ "first_band": { "type": "bbl", "factors": { "length": 147, "offset": 0, "std": 1.34745 } }, "second_band": { "type": "dcm", "factors": { "length": 48, "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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