Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 932874.752 | 900669.6763 | 32205.0757 | 1220017.0177 | -3144239.6162 | 4364256.634 |
Total P&L (%) | 932.8748 | 900.6697 | 32.2051 | 1220.017 | -3144.2396 | 4364.2566 |
Avg Daily Profit (%) | 0.4479 | 0.4324 | 0.0155 | 0.124 | 0 | 0.1825 |
Buy And Hold Return (%) | 604.185 | 604.185 | 604.185 | 604.185 | 604.185 | 604.185 |
Max Trade Drawdown | -179837 | -179310 | -29100 | -26634140 | -26389008 | -1499350 |
Profit Factor | 2.8883 | 3.1116 | 1.4772 | 1.0281 | 0.9215 | 2.2933 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Losing Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Profitability (%) | 67.0103 | 75 | 59.1837 | 67.0103 | 75 | 59.1837 |
Ratio Avg Win / Avg Loss | 1.4219 | 1.0372 | 1.0188 | 0.5061 | 0.3072 | 1.5816 |
Largest Winning Trade | 453247 | 453247 | 13999 | 15354441 | 15354441 | 2998147 |
Largest Losing Trade | -73768 | -73768 | -19400 | -12712910 | -12712910 | -943823 |
Avg Bars in Trades | 245 | 489 | 6 | 245 | 489 | 6 |
Avg Bars in Winners | 123 | 216 | 7 | 123 | 216 | 7 |
Avg Bars in Losers | 493 | 1306 | 5 | 493 | 1306 | 5 |
Bars Traded | 23798 | 23479 | 319 | 23798 | 23479 | 319 |
Profit Streak | 83.0906 | 0 | 305.4239 | 83.0906 | 0 | 305.4239 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 285486 | 182806 | -334649 | -221871 | -577448 | 518655 |
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{ "first_band": { "type": "dcu", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 115, "offset": 0, "std": 3.95571 } } }
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{ "first_band": { "type": "dcu", "factors": { "length": 31, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 115, "offset": 0, "std": 3.95571 } } }
# | 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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