Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 482404.2795 | 433593.2209 | 48811.0586 | 220830.4224 | 446431.2744 | -225600.8519 |
Total P&L (%) | 482.4043 | 433.5932 | 48.8111 | 220.8304 | 446.4313 | -225.6009 |
Avg Daily Profit (%) | 0.1923 | 0.1728 | 0.0195 | 0.0465 | 0.0677 | 0 |
Buy And Hold Return (%) | 14.6749 | 14.6749 | 14.6749 | 14.6749 | 14.6749 | 14.6749 |
Max Trade Drawdown | -172596 | -114053 | -149288 | -899662 | -498274 | -505126 |
Profit Factor | 1.3638 | 1.5973 | 1.0813 | 1.0515 | 1.1911 | 0.8845 |
Total Trades | 333 | 167 | 166 | 333 | 167 | 166 |
Winning Trades | 143 | 66 | 77 | 143 | 66 | 77 |
Losing Trades | 190 | 101 | 89 | 190 | 101 | 89 |
Profitability (%) | 42.9429 | 39.521 | 46.3855 | 42.9429 | 39.521 | 46.3855 |
Ratio Avg Win / Avg Loss | 1.812 | 2.4443 | 1.2498 | 1.3971 | 1.8227 | 1.0224 |
Largest Winning Trade | 122971 | 122971 | 40733 | 345813 | 345813 | 249299 |
Largest Losing Trade | -46711 | -46711 | -36245 | -216600 | -177972 | -216600 |
Avg Bars in Trades | 22 | 24 | 20 | 22 | 24 | 20 |
Avg Bars in Winners | 32 | 37 | 27 | 32 | 37 | 27 |
Avg Bars in Losers | 15 | 16 | 14 | 15 | 16 | 14 |
Bars Traded | 7476 | 4109 | 3367 | 7476 | 4109 | 3367 |
Profit Streak | 0 | 0 | 52.7723 | 0 | 0 | 52.7723 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302910 | 249199 | -300165 | -295472 | -115263 | -578515 |
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{ "first_band": { "type": "bbm", "factors": { "length": 38, "offset": 0, "std": 3.35671 } }, "second_band": { "type": "dcm", "factors": { "length": 25, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 38, "offset": 0, "std": 3.35671 } }, "second_band": { "type": "dcm", "factors": { "length": 25, "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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