Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 107819.8785 | 92426.2945 | 15393.584 | 74745.5586 | 42204.6511 | 32540.9075 |
Total P&L (%) | 107.8199 | 92.4263 | 15.3936 | 74.7456 | 42.2047 | 32.5409 |
Avg Daily Profit (%) | 0.207 | 0.1775 | 0.0296 | 0.1072 | 0.0676 | 0.0541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84082 | -91422 | -17744 | -205396 | -231677 | -33662 |
Profit Factor | 1.4099 | 1.4508 | 1.2652 | 1.1368 | 1.0959 | 1.3055 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 59.0361 | 56.0976 | 61.9048 | 59.0361 | 56.0976 | 61.9048 |
Ratio Avg Win / Avg Loss | 0.9783 | 1.1354 | 0.7786 | 0.7888 | 0.8577 | 0.8034 |
Largest Winning Trade | 25503 | 25503 | 6665 | 61654 | 61654 | 18448 |
Largest Losing Trade | -38846 | -38846 | -6533 | -75121 | -75121 | -13775 |
Avg Bars in Trades | 287 | 540 | 40 | 287 | 540 | 40 |
Avg Bars in Winners | 249 | 475 | 49 | 249 | 475 | 49 |
Avg Bars in Losers | 342 | 623 | 26 | 342 | 623 | 26 |
Bars Traded | 23863 | 22154 | 1709 | 23863 | 22154 | 1709 |
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 | 229403 | 312887 | -164136 | -122000 | -221101 | -124083 |
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{ "first_band": { "type": "bbl", "factors": { "length": 74, "offset": 0, "std": 3.39646 } }, "second_band": { "type": "dcm", "factors": { "length": 250, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 74, "offset": 0, "std": 3.39646 } }, "second_band": { "type": "dcm", "factors": { "length": 250, "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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