Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 855859.3895 | 939124.8641 | -83265.4745 | -14711.1203 | 445344.2648 | -460055.3851 |
Total P&L (%) | 855.8594 | 939.1249 | -83.2655 | -14.7111 | 445.3443 | -460.0554 |
Avg Daily Profit (%) | 0.3938 | 0.4321 | -0.0383 | -0.0073 | 0.0781 | 0 |
Buy And Hold Return (%) | 543.6904 | 543.6904 | 543.6904 | 543.6904 | 543.6904 | 543.6904 |
Max Trade Drawdown | -253377 | -147874 | -147140 | -1449213 | -893049 | -595807 |
Profit Factor | 2.3323 | 3.4959 | 0.6871 | 0.9955 | 1.2092 | 0.6013 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 49.3333 | 54.0541 | 44.7368 | 49.3333 | 54.0541 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.3953 | 2.9715 | 0.8488 | 1.0224 | 1.0279 | 0.7428 |
Largest Winning Trade | 587645 | 587645 | 39166 | 1006255 | 1006255 | 256513 |
Largest Losing Trade | -67236 | -41944 | -67236 | -385647 | -385647 | -307484 |
Avg Bars in Trades | 55 | 83 | 28 | 55 | 83 | 28 |
Avg Bars in Winners | 63 | 90 | 30 | 63 | 90 | 30 |
Avg Bars in Losers | 48 | 75 | 26 | 48 | 75 | 26 |
Bars Traded | 4172 | 3084 | 1088 | 4172 | 3084 | 1088 |
Profit Streak | 13.9701 | 0 | 162.9701 | 13.9701 | 0 | 162.9701 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56532 | 307171 | -581180 | -640051 | -254426 | -581180 |
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{ "first_band": { "type": "bbm", "factors": { "length": 156, "offset": 44, "std": 2.51332 } }, "second_band": { "type": "dcm", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 156, "offset": 44, "std": 2.51332 } }, "second_band": { "type": "dcm", "factors": { "length": 112, "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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