Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 916179.2415 | 799877.5134 | 116301.7281 | 7016281.3517 | 9243482.6618 | -2227201.31 |
Total P&L (%) | 916.1792 | 799.8775 | 116.3017 | 7016.2814 | 9243.4827 | -2227.2013 |
Avg Daily Profit (%) | 0.3664 | 0.3199 | 0.0465 | 0.1707 | 0.1816 | 0 |
Buy And Hold Return (%) | 871.1816 | 871.1816 | 871.1816 | 871.1816 | 871.1816 | 871.1816 |
Max Trade Drawdown | -71804 | -38440 | -70604 | -2660828 | -1245455 | -3187768 |
Profit Factor | 3.5691 | 7.2277 | 1.5097 | 1.7897 | 6.1947 | 0.6866 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Losing Trades | 20 | 8 | 12 | 20 | 8 | 12 |
Profitability (%) | 67.7419 | 74.1935 | 61.2903 | 67.7419 | 74.1935 | 61.2903 |
Ratio Avg Win / Avg Loss | 1.6996 | 2.514 | 0.9535 | 0.8522 | 2.1547 | 0.4336 |
Largest Winning Trade | 405078 | 405078 | 53158 | 5651827 | 5651827 | 1377855 |
Largest Losing Trade | -62248 | -34873 | -62248 | -2151581 | -1152476 | -2151581 |
Avg Bars in Trades | 72 | 91 | 53 | 72 | 91 | 53 |
Avg Bars in Winners | 76 | 76 | 75 | 76 | 76 | 75 |
Avg Bars in Losers | 64 | 132 | 19 | 64 | 132 | 19 |
Bars Traded | 4485 | 2821 | 1664 | 4485 | 2821 | 1664 |
Profit Streak | 54.3706 | 513.8706 | 0 | 54.3706 | 513.8706 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -289140 | -143703 | -295447 | -147233 | 752140 | -579354 |
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{ "first_band": { "type": "bbm", "factors": { "length": 202, "offset": 0, "std": 2.9626 } }, "second_band": { "type": "dcm", "factors": { "length": 247, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 202, "offset": 0, "std": 2.9626 } }, "second_band": { "type": "dcm", "factors": { "length": 247, "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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