Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447846.7828 | 445404.7792 | 2442.0036 | -80950.705 | -292727.6764 | 211776.9714 |
Total P&L (%) | 447.8468 | 445.4048 | 2.442 | -80.9507 | -292.7277 | 211.777 |
Avg Daily Profit (%) | 0.3016 | 0.3 | 0.0016 | -0.1116 | 0 | 0.0766 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -208566 | -216546 | -127110 | -799285 | -890215 | -124415 |
Profit Factor | 1.5169 | 1.8637 | 1.007 | 0.9419 | 0.7463 | 1.8852 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
Losing Trades | 81 | 42 | 39 | 81 | 42 | 39 |
Profitability (%) | 42.1429 | 40 | 44.2857 | 42.1429 | 40 | 44.2857 |
Ratio Avg Win / Avg Loss | 2.0825 | 2.7955 | 1.2668 | 1.2931 | 1.1195 | 2.3718 |
Largest Winning Trade | 578282 | 578282 | 31514 | 578282 | 578282 | 148319 |
Largest Losing Trade | -55843 | -55843 | -35442 | -251790 | -251790 | -41932 |
Avg Bars in Trades | 62 | 89 | 34 | 62 | 89 | 34 |
Avg Bars in Winners | 69 | 96 | 44 | 69 | 96 | 44 |
Avg Bars in Losers | 56 | 84 | 27 | 56 | 84 | 27 |
Bars Traded | 8690 | 6243 | 2447 | 8690 | 6243 | 2447 |
Profit Streak | 37.1624 | 75.9957 | 37.1624 | 37.1624 | 75.9957 | 37.1624 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335330 | -85369 | -665393 | -580806 | -676493 | -183214 |
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{ "first_band": { "type": "bbm", "factors": { "length": 231, "offset": 0, "std": 2.89165 } }, "second_band": { "type": "dcm", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 231, "offset": 0, "std": 2.89165 } }, "second_band": { "type": "dcm", "factors": { "length": 159, "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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