Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706358.186 | 768640.7513 | -62282.5654 | -16678.6888 | 356383.8865 | -373062.5753 |
Total P&L (%) | 706.3582 | 768.6408 | -62.2826 | -16.6787 | 356.3839 | -373.0626 |
Avg Daily Profit (%) | 0.383 | 0.4168 | -0.0338 | -0.0099 | 0.0824 | 0 |
Buy And Hold Return (%) | 165.5985 | 165.5985 | 165.5985 | 165.5985 | 165.5985 | 165.5985 |
Max Trade Drawdown | -164792 | -77404 | -129156 | -598844 | -354950 | -519357 |
Profit Factor | 2.0433 | 3.6408 | 0.8386 | 0.9928 | 1.3707 | 0.727 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 36.4706 | 34.8837 | 38.0952 | 36.4706 | 34.8837 | 38.0952 |
Ratio Avg Win / Avg Loss | 3.5594 | 6.7962 | 1.3628 | 1.7295 | 2.5586 | 1.1814 |
Largest Winning Trade | 753126 | 753126 | 60996 | 563647 | 563647 | 216126 |
Largest Losing Trade | -36692 | -34772 | -36692 | -196355 | -184914 | -196355 |
Avg Bars in Trades | 246 | 234 | 258 | 246 | 234 | 258 |
Avg Bars in Winners | 430 | 407 | 452 | 430 | 407 | 452 |
Avg Bars in Losers | 141 | 142 | 140 | 141 | 142 | 140 |
Bars Traded | 20973 | 10101 | 10871 | 20973 | 10101 | 10871 |
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 | 232752 | 331535 | -583697 | -583034 | -93074 | -583697 |
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{ "first_band": { "type": "dcm", "factors": { "length": 149, "offset": 194 } }, "second_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 1.12956 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 149, "offset": 194 } }, "second_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 1.12956 } } }
# | 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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