Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 632178.4976 | 522019.0081 | 110159.4894 | 972946.6197 | 194593.3418 | 778353.2779 |
Total P&L (%) | 632.1785 | 522.019 | 110.1595 | 972.9466 | 194.5933 | 778.3533 |
Avg Daily Profit (%) | 0.2523 | 0.2084 | 0.044 | 0.0948 | 0.0431 | 0.0868 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127179 | -89652 | -47349 | -1138648 | -1074340 | -350134 |
Profit Factor | 2.3904 | 2.9466 | 1.5906 | 1.2925 | 1.0936 | 1.6238 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 50 | 48.8889 | 51.1111 | 50 | 48.8889 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.3904 | 3.0806 | 1.5215 | 1.2925 | 1.1433 | 1.5532 |
Largest Winning Trade | 437404 | 437404 | 52134 | 524550 | 524550 | 243568 |
Largest Losing Trade | -31765 | -31765 | -21766 | -295111 | -295111 | -241431 |
Avg Bars in Trades | 81 | 133 | 29 | 81 | 133 | 29 |
Avg Bars in Winners | 110 | 189 | 34 | 110 | 189 | 34 |
Avg Bars in Losers | 52 | 78 | 25 | 52 | 78 | 25 |
Bars Traded | 7329 | 5985 | 1343 | 7329 | 5985 | 1343 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478038 | 481326 | -130720 | -65760 | -253217 | -73136 |
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 164, "offset": 0, "std": 4.11959 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 164, "offset": 0, "std": 4.11959 } } }
# | 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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