Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 490445.5369 | 618087.9046 | -127642.3677 | -86517.3543 | -147921.0338 | 61403.6795 |
Total P&L (%) | 490.4455 | 618.0879 | -127.6424 | -86.5174 | -147.921 | 61.4037 |
Avg Daily Profit (%) | 0.2112 | 0.2662 | -0.055 | -0.0863 | 0 | 0.0206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -248900 | -188412 | -155115 | -1566071 | -1573231 | -448390 |
Profit Factor | 1.4952 | 2.0974 | 0.7011 | 0.9715 | 0.9334 | 1.0758 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 67 | 36 | 31 | 67 | 36 | 31 |
Losing Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Profitability (%) | 52.7559 | 57.1429 | 48.4375 | 52.7559 | 57.1429 | 48.4375 |
Ratio Avg Win / Avg Loss | 1.339 | 1.573 | 0.7464 | 0.87 | 0.7 | 1.1452 |
Largest Winning Trade | 295947 | 295947 | 30120 | 438525 | 438525 | 171550 |
Largest Losing Trade | -89470 | -89470 | -35373 | -829159 | -829159 | -160986 |
Avg Bars in Trades | 48 | 88 | 9 | 48 | 88 | 9 |
Avg Bars in Winners | 30 | 48 | 9 | 30 | 48 | 9 |
Avg Bars in Losers | 69 | 142 | 9 | 69 | 142 | 9 |
Bars Traded | 6187 | 5590 | 597 | 6187 | 5590 | 597 |
Profit Streak | 78.208 | 0 | 79.5413 | 78.208 | 0 | 79.5413 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368853 | -133162 | -719730 | -579526 | -726532 | -442019 |
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{ "first_band": { "type": "bbl", "factors": { "length": 15, "offset": 0, "std": 3.30151 } }, "second_band": { "type": "dcm", "factors": { "length": 93, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 15, "offset": 0, "std": 3.30151 } }, "second_band": { "type": "dcm", "factors": { "length": 93, "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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