Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362549.0907 | 247261.8197 | 115287.271 | 193066.6686 | 173307.6925 | 19758.9761 |
Total P&L (%) | 362.5491 | 247.2618 | 115.2873 | 193.0667 | 173.3077 | 19.759 |
Avg Daily Profit (%) | 0.1849 | 0.1261 | 0.0588 | 0.0548 | 0.0513 | 0.0092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93551 | -83998 | -100558 | -437299 | -396214 | -192021 |
Profit Factor | 1.2699 | 1.3583 | 1.1765 | 1.0753 | 1.1252 | 1.0167 |
Total Trades | 562 | 281 | 281 | 562 | 281 | 281 |
Winning Trades | 267 | 141 | 126 | 267 | 141 | 126 |
Losing Trades | 295 | 140 | 155 | 295 | 140 | 155 |
Profitability (%) | 47.5089 | 50.1779 | 44.8399 | 47.5089 | 50.1779 | 44.8399 |
Ratio Avg Win / Avg Loss | 1.4031 | 1.3487 | 1.4473 | 1.188 | 1.1172 | 1.2507 |
Largest Winning Trade | 171345 | 171345 | 47739 | 437194 | 437194 | 67030 |
Largest Losing Trade | -26097 | -25892 | -26097 | -147694 | -147694 | -56766 |
Avg Bars in Trades | 41 | 42 | 40 | 41 | 42 | 40 |
Avg Bars in Winners | 49 | 47 | 52 | 49 | 47 | 52 |
Avg Bars in Losers | 33 | 37 | 30 | 33 | 37 | 30 |
Bars Traded | 23265 | 11957 | 11308 | 23265 | 11957 | 11308 |
Profit Streak | 0 | 162.1604 | 0 | 0 | 162.1604 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336945 | -22342 | -141859 | -255434 | -205332 | -390804 |
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{ "first_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 4.45499 } }, "second_band": { "type": "dcm", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 4.45499 } }, "second_band": { "type": "dcm", "factors": { "length": 114, "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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