Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1846460.2387 | 1747387.3821 | 99072.8566 | 3971037.6733 | 2455500.434 | 1515537.2393 |
Total P&L (%) | 1846.4602 | 1747.3874 | 99.0729 | 3971.0377 | 2455.5004 | 1515.5372 |
Avg Daily Profit (%) | 1 | 0.9463 | 0.0537 | 0.2009 | 0.1757 | 0.1508 |
Buy And Hold Return (%) | 110.2402 | 110.2402 | 110.2402 | 110.2402 | 110.2402 | 110.2402 |
Max Trade Drawdown | -89626 | -47934 | -95132 | -2440463 | -1796178 | -1916041 |
Profit Factor | 5.313 | 10.8175 | 1.3961 | 1.4737 | 1.553 | 1.3843 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 52.459 | 54.8387 | 50 | 52.459 | 54.8387 | 50 |
Ratio Avg Win / Avg Loss | 4.8149 | 8.9085 | 1.3961 | 1.3355 | 1.279 | 1.3843 |
Largest Winning Trade | 1561319 | 1561319 | 76605 | 1672877 | 1672877 | 1244476 |
Largest Losing Trade | -41092 | -29192 | -41092 | -895160 | -895160 | -583874 |
Avg Bars in Trades | 176 | 163 | 190 | 176 | 163 | 190 |
Avg Bars in Winners | 267 | 219 | 321 | 267 | 219 | 321 |
Avg Bars in Losers | 76 | 96 | 58 | 76 | 96 | 58 |
Bars Traded | 10781 | 5074 | 5707 | 10781 | 5074 | 5707 |
Profit Streak | 0 | 0 | 138.9782 | 0 | 0 | 138.9782 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144317 | 806708 | -285461 | -156490 | 361700 | 328663 |
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{ "first_band": { "type": "dcm", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 196, "offset": 0, "std": 2.14051 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 196, "offset": 0, "std": 2.14051 } } }
# | 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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