Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 546551.2452 | 501128.5522 | 45422.693 | -1994582.0107 | 4462553.9252 | -6457135.9359 |
Total P&L (%) | 546.5512 | 501.1286 | 45.4227 | -1994.582 | 4462.5539 | -6457.1359 |
Avg Daily Profit (%) | 0.2187 | 0.2005 | 0.0182 | 0 | 0.153 | 0 |
Buy And Hold Return (%) | 729.2093 | 729.2093 | 729.2093 | 729.2093 | 729.2093 | 729.2093 |
Max Trade Drawdown | -138501 | -80225 | -117948 | -7910613 | -610436 | -7300176 |
Profit Factor | 2.3958 | 5.0236 | 1.1701 | 0.7968 | 4.6727 | 0.2493 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 53 | 27 | 26 | 49 | 24 | 25 |
Losing Trades | 26 | 12 | 14 | 30 | 15 | 15 |
Profitability (%) | 67.0886 | 69.2308 | 65 | 62.0253 | 61.5385 | 62.5 |
Ratio Avg Win / Avg Loss | 1.1753 | 2.2327 | 0.6301 | 0.4878 | 2.9205 | 0.1496 |
Largest Winning Trade | 127646 | 127646 | 34295 | 2962954 | 2962954 | 454056 |
Largest Losing Trade | -117948 | -47076 | -117948 | -7032472 | -411572 | -7032472 |
Avg Bars in Trades | 183 | 189 | 177 | 183 | 189 | 177 |
Avg Bars in Winners | 165 | 165 | 164 | 167 | 159 | 175 |
Avg Bars in Losers | 220 | 244 | 200 | 209 | 237 | 180 |
Bars Traded | 14497 | 7403 | 7094 | 14497 | 7403 | 7094 |
Profit Streak | 0 | 333.1155 | 0 | 65.9489 | 0 | 95.2822 |
Trades During Streak | 0 | 4 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -182912 | -146045 | -367462 | -609660 | 580329 | -578570 |
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{ "first_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 1.36991 } }, "second_band": { "type": "dcm", "factors": { "length": 66, "offset": 245 } } }
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# | 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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