Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465599.9727 | 371232.7175 | 94367.2552 | 472498.8793 | 192130.101 | 280368.7783 |
Total P&L (%) | 465.6 | 371.2327 | 94.3673 | 472.4989 | 192.1301 | 280.3688 |
Avg Daily Profit (%) | 0.186 | 0.1483 | 0.0377 | 0.0697 | 0.0428 | 0.0534 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90243 | -135867 | -40950 | -948821 | -1152080 | -284613 |
Profit Factor | 1.8997 | 2.2566 | 1.4249 | 1.1421 | 1.0941 | 1.2183 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 44.2105 | 38.2979 | 50 | 44.2105 | 38.2979 | 50 |
Ratio Avg Win / Avg Loss | 2.3972 | 3.6356 | 1.4249 | 1.4412 | 1.7627 | 1.2183 |
Largest Winning Trade | 260648 | 260648 | 37604 | 466203 | 466203 | 242572 |
Largest Losing Trade | -30969 | -30969 | -22656 | -217722 | -217722 | -182069 |
Avg Bars in Trades | 101 | 137 | 66 | 101 | 137 | 66 |
Avg Bars in Winners | 122 | 185 | 75 | 122 | 185 | 75 |
Avg Bars in Losers | 84 | 107 | 57 | 84 | 107 | 57 |
Bars Traded | 9645 | 6463 | 3182 | 9645 | 6463 | 3182 |
Profit Streak | 0 | 115.7447 | 0 | 0 | 115.7447 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327965 | 192829 | -141596 | -166074 | -255498 | -121940 |
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{ "first_band": { "type": "dcm", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 64, "offset": 0, "std": 1.95075 } } }
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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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