Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1160805.0675 | 1132223.1792 | 28581.8884 | 20414897.0187 | 23993168.1988 | -3578271.1801 |
Total P&L (%) | 1160.8051 | 1132.2232 | 28.5819 | 20414.897 | 23993.1682 | -3578.2712 |
Avg Daily Profit (%) | 0.6227 | 0.6074 | 0.0153 | 0.286 | 0.2946 | 0 |
Buy And Hold Return (%) | 7949.4054 | 7949.4054 | 7949.4054 | 7949.4054 | 7949.4054 | 7949.4054 |
Max Trade Drawdown | -58778 | -51088 | -74320 | -6024005 | -3633738 | -8927116 |
Profit Factor | 3.4334 | 6.0851 | 1.1124 | 1.662 | 2.7101 | 0.7871 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 57 | 34 | 23 | 57 | 34 | 23 |
Losing Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Profitability (%) | 57 | 68 | 46 | 57 | 68 | 46 |
Ratio Avg Win / Avg Loss | 2.5901 | 2.8636 | 1.3058 | 1.2538 | 1.2754 | 0.924 |
Largest Winning Trade | 555271 | 555271 | 63736 | 8013107 | 8013107 | 5498425 |
Largest Losing Trade | -47087 | -47087 | -38985 | -4485955 | -3633738 | -4485955 |
Avg Bars in Trades | 104 | 101 | 106 | 104 | 101 | 106 |
Avg Bars in Winners | 125 | 110 | 146 | 125 | 110 | 146 |
Avg Bars in Losers | 76 | 82 | 72 | 76 | 82 | 72 |
Bars Traded | 10408 | 5088 | 5320 | 10408 | 5088 | 5320 |
Profit Streak | 0 | 225.7296 | 0 | 0 | 225.7296 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146387 | -322478 | -616685 | 305572 | -166937 | -762388 |
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 1.10885 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 1.10885 } } }
# | 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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