Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -226006.1999 | 95700.7759 | -321706.9759 | 2395586.7664 | -118149.5123 | 2513736.2787 |
Total P&L (%) | -226.0062 | 95.7008 | -321.707 | 2395.5868 | -118.1495 | 2513.7363 |
Avg Daily Profit (%) | -0.1246 | 0.0527 | -0.1773 | 0.1775 | 0 | 0.18 |
Buy And Hold Return (%) | 166.97 | 166.97 | 166.97 | 166.97 | 166.97 | 166.97 |
Max Trade Drawdown | -508896 | -76765 | -542501 | -1657300 | -1397262 | -566826 |
Profit Factor | 0.715 | 1.4913 | 0.4622 | 1.7491 | 0.942 | 3.1628 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 55 | 27 | 28 | 47 | 22 | 25 |
Losing Trades | 17 | 9 | 8 | 25 | 14 | 11 |
Profitability (%) | 76.3889 | 75 | 77.7778 | 65.2778 | 61.1111 | 69.4444 |
Ratio Avg Win / Avg Loss | 0.221 | 0.4971 | 0.1321 | 0.9304 | 0.5994 | 1.3916 |
Largest Winning Trade | 32120 | 26269 | 32120 | 1807083 | 352655 | 1807083 |
Largest Losing Trade | -352899 | -68917 | -352899 | -1026771 | -1026771 | -493519 |
Avg Bars in Trades | 66 | 67 | 64 | 66 | 67 | 64 |
Avg Bars in Winners | 28 | 27 | 29 | 36 | 25 | 45 |
Avg Bars in Losers | 187 | 189 | 186 | 122 | 133 | 107 |
Bars Traded | 4761 | 2438 | 2323 | 4761 | 2438 | 2323 |
Profit Streak | 0 | 153.2686 | 0 | 0 | 153.2686 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -660857 | -284047 | -577179 | -73135 | -577957 | 551471 |
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{ "first_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 2.18993 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 2.18993 } }, "second_band": { "type": "dcm", "factors": { "length": 237, "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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