Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 149192.0797 | 230385.8915 | -81193.8118 | -104699.0614 | 531012.3072 | -635711.3686 |
Total P&L (%) | 149.1921 | 230.3859 | -81.1938 | -104.6991 | 531.0123 | -635.7114 |
Avg Daily Profit (%) | 0.1705 | 0.2632 | -0.0928 | 0 | 0.2107 | 0 |
Buy And Hold Return (%) | 253.9115 | 253.9115 | 253.9115 | 253.9115 | 253.9115 | 253.9115 |
Max Trade Drawdown | -142468 | -32334 | -178374 | -979778 | -183523 | -1057490 |
Profit Factor | 1.4211 | 4.645 | 0.7211 | 0.9215 | 3.6867 | 0.4401 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 38 | 20 | 18 | 36 | 19 | 17 |
Losing Trades | 22 | 10 | 12 | 24 | 11 | 13 |
Profitability (%) | 63.3333 | 66.6667 | 60 | 60 | 63.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.8227 | 2.3225 | 0.4807 | 0.6143 | 2.1344 | 0.3365 |
Largest Winning Trade | 45923 | 41583 | 45923 | 147434 | 145389 | 147434 |
Largest Losing Trade | -101738 | -25615 | -101738 | -657798 | -144204 | -657798 |
Avg Bars in Trades | 82 | 74 | 91 | 82 | 74 | 91 |
Avg Bars in Winners | 84 | 68 | 101 | 94 | 94 | 93 |
Avg Bars in Losers | 80 | 85 | 76 | 66 | 39 | 88 |
Bars Traded | 4979 | 2232 | 2747 | 4979 | 2232 | 2747 |
Profit Streak | 46.2231 | 0 | 71.7231 | 0 | 74.0564 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -330465 | -147968 | -578971 | -752981 | 393118 | -579961 |
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{ "first_band": { "type": "dcm", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 2.16492 } } }
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# | 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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