Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 591281.2189 | 355997.0968 | 235284.122 | 1254254.1857 | 360347.2267 | 893906.959 |
Total P&L (%) | 591.2812 | 355.9971 | 235.2841 | 1254.2542 | 360.3472 | 893.907 |
Avg Daily Profit (%) | 0.397 | 0.239 | 0.158 | 0.1751 | 0.1026 | 0.1543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154498 | -161252 | -79393 | -773431 | -680544 | -532338 |
Profit Factor | 1.4327 | 1.5231 | 1.3431 | 1.1628 | 1.0944 | 1.23 |
Total Trades | 417 | 208 | 209 | 417 | 208 | 209 |
Winning Trades | 146 | 61 | 85 | 146 | 61 | 85 |
Losing Trades | 271 | 147 | 124 | 271 | 147 | 124 |
Profitability (%) | 35.012 | 29.3269 | 40.6699 | 35.012 | 29.3269 | 40.6699 |
Ratio Avg Win / Avg Loss | 2.6594 | 3.6703 | 1.9593 | 2.1584 | 2.6374 | 1.7944 |
Largest Winning Trade | 160379 | 160379 | 39185 | 454068 | 454068 | 381270 |
Largest Losing Trade | -39266 | -18308 | -39266 | -248151 | -156209 | -248151 |
Avg Bars in Trades | 42 | 34 | 50 | 42 | 34 | 50 |
Avg Bars in Winners | 77 | 64 | 87 | 77 | 64 | 87 |
Avg Bars in Losers | 23 | 22 | 25 | 23 | 22 | 25 |
Bars Traded | 17768 | 7224 | 10543 | 17768 | 7224 | 10543 |
Profit Streak | 19.1238 | 19.1238 | 19.9571 | 19.1238 | 19.1238 | 19.9571 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343831 | 30998 | 255615 | -34637 | -181243 | 244617 |
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{ "first_band": { "type": "dcm", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 10, "offset": 0, "std": 4.75678 } } }
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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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