Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1053891.8232 | 960459.6467 | 93432.1765 | 4810291.3685 | 4623983.6233 | 186307.7452 |
Total P&L (%) | 1053.8918 | 960.4596 | 93.4322 | 4810.2914 | 4623.9836 | 186.3077 |
Avg Daily Profit (%) | 0.4215 | 0.3841 | 0.0374 | 0.1559 | 0.1543 | 0.0421 |
Buy And Hold Return (%) | 839.6568 | 839.6568 | 839.6568 | 839.6568 | 839.6568 | 839.6568 |
Max Trade Drawdown | -128391 | -68428 | -84963 | -2428385 | -1187454 | -1552145 |
Profit Factor | 3.7199 | 5.4203 | 1.549 | 1.8664 | 2.5855 | 1.0707 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 56.7164 | 54.5455 | 58.8235 | 56.7164 | 54.5455 | 58.8235 |
Ratio Avg Win / Avg Loss | 2.8389 | 4.5169 | 1.0843 | 1.4244 | 2.1545 | 0.7495 |
Largest Winning Trade | 572414 | 572414 | 39061 | 2202140 | 2202140 | 424602 |
Largest Losing Trade | -44625 | -27975 | -44625 | -721091 | -527807 | -721091 |
Avg Bars in Trades | 102 | 135 | 69 | 102 | 135 | 69 |
Avg Bars in Winners | 123 | 154 | 96 | 123 | 154 | 96 |
Avg Bars in Losers | 73 | 113 | 31 | 73 | 113 | 31 |
Bars Traded | 6848 | 4478 | 2370 | 6848 | 4478 | 2370 |
Profit Streak | 0 | 416.2625 | 0 | 0 | 416.2625 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -189741 | -101399 | -306028 | -110884 | 485489 | -445788 |
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{ "first_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 2.14895 } }, "second_band": { "type": "dcm", "factors": { "length": 200, "offset": 0 } } }
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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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