Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 445938.6811 | 433464.4827 | 12474.1985 | -62969.217 | 55437.7557 | -118406.9727 |
Total P&L (%) | 445.9387 | 433.4645 | 12.4742 | -62.9692 | 55.4378 | -118.407 |
Avg Daily Profit (%) | 0.1882 | 0.183 | 0.0053 | -0.0419 | 0.0186 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -165260 | -115663 | -236747 | -237518 | -181441 | -259481 |
Profit Factor | 1.2332 | 1.4568 | 1.0129 | 0.9574 | 1.0808 | 0.8504 |
Total Trades | 448 | 224 | 224 | 448 | 224 | 224 |
Winning Trades | 179 | 86 | 93 | 179 | 86 | 93 |
Losing Trades | 269 | 138 | 131 | 269 | 138 | 131 |
Profitability (%) | 39.9554 | 38.3929 | 41.5179 | 39.9554 | 38.3929 | 41.5179 |
Ratio Avg Win / Avg Loss | 1.8532 | 2.3376 | 1.4268 | 1.4387 | 1.7344 | 1.1978 |
Largest Winning Trade | 306137 | 306137 | 49572 | 148015 | 148015 | 52142 |
Largest Losing Trade | -61937 | -29535 | -61937 | -100138 | -36316 | -100138 |
Avg Bars in Trades | 15 | 14 | 17 | 15 | 14 | 17 |
Avg Bars in Winners | 21 | 18 | 23 | 21 | 18 | 23 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 7031 | 3169 | 3861 | 7031 | 3169 | 3861 |
Profit Streak | 21.4319 | 21.4319 | 23.0986 | 21.4319 | 21.4319 | 23.0986 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308738 | 254154 | -481811 | -578842 | -302017 | -580049 |
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{ "first_band": { "type": "dcm", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 1.27278 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 25, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 1.27278 } } }
# | 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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