Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 405863.3548 | 395741.8775 | 10121.4773 | 289185.9583 | 259377.1399 | 29808.8185 |
Total P&L (%) | 405.8634 | 395.7419 | 10.1215 | 289.186 | 259.3771 | 29.8088 |
Avg Daily Profit (%) | 0.2197 | 0.2142 | 0.0055 | 0.0736 | 0.0693 | 0.0141 |
Buy And Hold Return (%) | 46.4758 | 46.4758 | 46.4758 | 46.4758 | 46.4758 | 46.4758 |
Max Trade Drawdown | -195794 | -103198 | -232105 | -573222 | -367994 | -336888 |
Profit Factor | 1.349 | 1.6475 | 1.0183 | 1.0958 | 1.1504 | 1.023 |
Total Trades | 467 | 234 | 233 | 467 | 234 | 233 |
Winning Trades | 186 | 104 | 82 | 186 | 104 | 82 |
Losing Trades | 281 | 130 | 151 | 281 | 130 | 151 |
Profitability (%) | 39.8287 | 44.4444 | 35.1931 | 39.8287 | 44.4444 | 35.1931 |
Ratio Avg Win / Avg Loss | 2.0379 | 2.0594 | 1.8752 | 1.6555 | 1.438 | 1.8839 |
Largest Winning Trade | 151287 | 151287 | 67447 | 222025 | 222025 | 171508 |
Largest Losing Trade | -35296 | -35296 | -22367 | -218729 | -218729 | -76235 |
Avg Bars in Trades | 22 | 14 | 30 | 22 | 14 | 30 |
Avg Bars in Winners | 40 | 18 | 68 | 40 | 18 | 68 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 10596 | 3422 | 7174 | 10596 | 3422 | 7174 |
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 | 289661 | 347347 | -555617 | -210523 | -157712 | -538940 |
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{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 3, "offset": 0, "std": 3.73521 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 3, "offset": 0, "std": 3.73521 } } }
# | 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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