Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477587.3179 | 484579.8132 | -6992.4953 | -84557.4153 | -177820.1758 | 93262.7605 |
Total P&L (%) | 477.5873 | 484.5798 | -6.9925 | -84.5574 | -177.8202 | 93.2628 |
Avg Daily Profit (%) | 0.3234 | 0.3282 | -0.0047 | -0.1264 | 0 | 0.0446 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220645 | -185279 | -124299 | -523869 | -598801 | -192338 |
Profit Factor | 1.3646 | 1.5989 | 0.986 | 0.9627 | 0.8748 | 1.1104 |
Total Trades | 294 | 147 | 147 | 294 | 147 | 147 |
Winning Trades | 122 | 48 | 74 | 122 | 48 | 74 |
Losing Trades | 172 | 99 | 73 | 172 | 99 | 73 |
Profitability (%) | 41.4966 | 32.6531 | 50.3401 | 41.4966 | 32.6531 | 50.3401 |
Ratio Avg Win / Avg Loss | 1.9238 | 3.2978 | 0.9727 | 1.3572 | 1.8043 | 1.0954 |
Largest Winning Trade | 455840 | 455840 | 26103 | 372912 | 372912 | 58746 |
Largest Losing Trade | -32695 | -32695 | -23279 | -100347 | -100347 | -89247 |
Avg Bars in Trades | 59 | 83 | 36 | 59 | 83 | 36 |
Avg Bars in Winners | 68 | 114 | 38 | 68 | 114 | 38 |
Avg Bars in Losers | 53 | 67 | 33 | 53 | 67 | 33 |
Bars Traded | 17497 | 12201 | 5296 | 17497 | 12201 | 5296 |
Profit Streak | 0 | 0 | 28.7316 | 0 | 0 | 28.7316 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305871 | 173785 | -580358 | -580880 | -584911 | -231927 |
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 2.19103 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 2.19103 } } }
# | 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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