Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2160431.9244 | 2073014.6558 | 87417.2686 | 1277570.0392 | 999837.808 | 277732.2312 |
Total P&L (%) | 2160.4319 | 2073.0147 | 87.4173 | 1277.57 | 999.8378 | 277.7322 |
Avg Daily Profit (%) | 1.1619 | 1.1149 | 0.047 | 0.1412 | 0.129 | 0.0715 |
Buy And Hold Return (%) | 110.8519 | 110.8519 | 110.8519 | 110.8519 | 110.8519 | 110.8519 |
Max Trade Drawdown | -117053 | -81270 | -117298 | -1171432 | -602352 | -1027395 |
Profit Factor | 4.0267 | 8.1229 | 1.2068 | 1.2219 | 1.427 | 1.0813 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 4.0267 | 8.1229 | 1.2068 | 1.2219 | 1.427 | 1.0813 |
Largest Winning Trade | 1917834 | 1917834 | 49067 | 685402 | 685402 | 483785 |
Largest Losing Trade | -59616 | -30088 | -59616 | -755396 | -335660 | -755396 |
Avg Bars in Trades | 118 | 160 | 76 | 118 | 160 | 76 |
Avg Bars in Winners | 160 | 226 | 93 | 160 | 226 | 93 |
Avg Bars in Losers | 76 | 95 | 58 | 76 | 95 | 58 |
Bars Traded | 10906 | 7399 | 3507 | 10906 | 7399 | 3507 |
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 | 749042 | 793482 | -296309 | -4314 | -19401 | -232035 |
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{ "first_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 2.05955 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 2.05955 } } }
# | 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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