Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1477275.0773 | 1340873.7487 | 136401.3286 | 9684462.0913 | 6196029.3107 | 3488432.7806 |
Total P&L (%) | 1477.2751 | 1340.8737 | 136.4013 | 9684.4621 | 6196.0293 | 3488.4328 |
Avg Daily Profit (%) | 0.5904 | 0.5359 | 0.0545 | 0.1834 | 0.1657 | 0.1432 |
Buy And Hold Return (%) | 485.0013 | 485.0013 | 485.0013 | 485.0013 | 485.0013 | 485.0013 |
Max Trade Drawdown | -112963 | -56573 | -79982 | -4820400 | -4818892 | -5821027 |
Profit Factor | 3.8397 | 7.079 | 1.4552 | 1.364 | 1.5058 | 1.2429 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 47.2527 | 47.8261 | 46.6667 | 47.2527 | 47.8261 | 46.6667 |
Ratio Avg Win / Avg Loss | 4.2862 | 7.7226 | 1.6631 | 1.5226 | 1.6427 | 1.4205 |
Largest Winning Trade | 868124 | 868124 | 56270 | 6520975 | 6520975 | 2883061 |
Largest Losing Trade | -55837 | -46156 | -55837 | -2437821 | -2437821 | -2414099 |
Avg Bars in Trades | 107 | 116 | 97 | 107 | 116 | 97 |
Avg Bars in Winners | 152 | 171 | 132 | 152 | 171 | 132 |
Avg Bars in Losers | 66 | 66 | 66 | 66 | 66 | 66 |
Bars Traded | 9763 | 5376 | 4387 | 9763 | 5376 | 4387 |
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 | 519227 | 552421 | -284981 | 311606 | 339314 | -2951 |
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{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 209, "offset": 0, "std": 1.76994 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 203, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 209, "offset": 0, "std": 1.76994 } } }
# | 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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