Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 824857.0912 | 710150.3135 | 114706.7777 | 2451695.0077 | 2540391.1216 | -88696.1139 |
Total P&L (%) | 824.8571 | 710.1503 | 114.7068 | 2451.695 | 2540.3911 | -88.6961 |
Avg Daily Profit (%) | 0.3301 | 0.2842 | 0.0459 | 0.1297 | 0.1311 | -0.0872 |
Buy And Hold Return (%) | 152.8261 | 152.8261 | 152.8261 | 152.8261 | 152.8261 | 152.8261 |
Max Trade Drawdown | -130490 | -120495 | -81234 | -1969549 | -1422659 | -922189 |
Profit Factor | 1.6098 | 1.9801 | 1.1827 | 1.2331 | 1.431 | 0.9808 |
Total Trades | 519 | 260 | 259 | 519 | 260 | 259 |
Winning Trades | 193 | 85 | 108 | 193 | 85 | 108 |
Losing Trades | 326 | 175 | 151 | 326 | 175 | 151 |
Profitability (%) | 37.1869 | 32.6923 | 41.6988 | 37.1869 | 32.6923 | 41.6988 |
Ratio Avg Win / Avg Loss | 2.7192 | 4.0766 | 1.6535 | 2.0828 | 2.9462 | 1.3713 |
Largest Winning Trade | 395995 | 395995 | 30876 | 2569146 | 2569146 | 392267 |
Largest Losing Trade | -20789 | -20789 | -15801 | -374034 | -374034 | -283708 |
Avg Bars in Trades | 28 | 26 | 31 | 28 | 26 | 31 |
Avg Bars in Winners | 47 | 46 | 47 | 47 | 46 | 47 |
Avg Bars in Losers | 17 | 16 | 19 | 17 | 16 | 19 |
Bars Traded | 14921 | 6826 | 8095 | 14921 | 6826 | 8095 |
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 | 328863 | 188032 | -318304 | -20662 | -21282 | -581540 |
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{ "first_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 4.12115 } }, "second_band": { "type": "dcm", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 4.12115 } }, "second_band": { "type": "dcm", "factors": { "length": 12, "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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