Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 803966.6007 | 775127.935 | 28838.6657 | 540937.4813 | 507912.6928 | 33024.7885 |
Total P&L (%) | 803.9666 | 775.1279 | 28.8387 | 540.9375 | 507.9127 | 33.0248 |
Avg Daily Profit (%) | 0.3207 | 0.3092 | 0.0115 | 0.0741 | 0.072 | 0.0114 |
Buy And Hold Return (%) | 352.9911 | 352.9911 | 352.9911 | 352.9911 | 352.9911 | 352.9911 |
Max Trade Drawdown | -144010 | -97012 | -63547 | -1314060 | -1122086 | -768046 |
Profit Factor | 2.4408 | 3.2663 | 1.1335 | 1.1615 | 1.2373 | 1.0273 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 53.8462 | 50 | 57.5758 | 53.8462 | 50 | 57.5758 |
Ratio Avg Win / Avg Loss | 2.0921 | 3.2663 | 0.8352 | 0.9956 | 1.2373 | 0.757 |
Largest Winning Trade | 369642 | 369642 | 34108 | 998706 | 998706 | 204815 |
Largest Losing Trade | -63547 | -53441 | -63547 | -780702 | -780702 | -547153 |
Avg Bars in Trades | 137 | 238 | 40 | 137 | 238 | 40 |
Avg Bars in Winners | 121 | 219 | 39 | 121 | 219 | 39 |
Avg Bars in Losers | 156 | 256 | 41 | 156 | 256 | 41 |
Bars Traded | 8949 | 7616 | 1333 | 8949 | 7616 | 1333 |
Profit Streak | 215.5118 | 0 | 386.7618 | 215.5118 | 0 | 386.7618 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -126227 | 345581 | -416257 | -283021 | -125932 | -533264 |
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 126, "offset": 0, "std": 1.82839 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 211, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 126, "offset": 0, "std": 1.82839 } } }
# | 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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