Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 347692.0415 | 67502.6045 | 280189.437 | 633269.7495 | 91299.7744 | 541969.9751 |
Total P&L (%) | 347.692 | 67.5026 | 280.1894 | 633.2698 | 91.2998 | 541.97 |
Avg Daily Profit (%) | 0.2273 | 0.0441 | 0.1831 | 0.1303 | 0.0424 | 0.1216 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81363 | -62211 | -61831 | -380214 | -292049 | -320034 |
Profit Factor | 1.5428 | 1.2353 | 1.7923 | 1.2407 | 1.0841 | 1.3506 |
Total Trades | 288 | 144 | 144 | 288 | 144 | 144 |
Winning Trades | 121 | 53 | 68 | 121 | 53 | 68 |
Losing Trades | 167 | 91 | 76 | 167 | 91 | 76 |
Profitability (%) | 42.0139 | 36.8056 | 47.2222 | 42.0139 | 36.8056 | 47.2222 |
Ratio Avg Win / Avg Loss | 2.1293 | 2.1209 | 2.0032 | 1.7123 | 1.8614 | 1.5094 |
Largest Winning Trade | 81288 | 81288 | 74196 | 195236 | 195236 | 169553 |
Largest Losing Trade | -28227 | -21632 | -28227 | -117257 | -62734 | -117257 |
Avg Bars in Trades | 31 | 23 | 39 | 31 | 23 | 39 |
Avg Bars in Winners | 53 | 41 | 62 | 53 | 41 | 62 |
Avg Bars in Losers | 15 | 12 | 18 | 15 | 12 | 18 |
Bars Traded | 8962 | 3344 | 5618 | 8962 | 3344 | 5618 |
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 | 321599 | -138374 | 346438 | -19419 | -268173 | -30004 |
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{ "first_band": { "type": "dcm", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 173, "offset": 0, "std": 3.33435 } } }
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# | 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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