Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 260443.45 | 301574.7253 | -41131.2753 | 30351191.3462 | 10854287.4257 | 19496903.9206 |
Total P&L (%) | 260.4435 | 301.5747 | -41.1313 | 30351.1913 | 10854.2874 | 19496.9039 |
Avg Daily Profit (%) | 0.1198 | 0.1387 | -0.0189 | 0.2633 | 0.2162 | 0.243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -371717 | -73227 | -412064 | -9812382 | -4812055 | -5868871 |
Profit Factor | 1.2795 | 1.9769 | 0.934 | 2.1063 | 1.733 | 2.5443 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 84 | 38 | 46 | 80 | 35 | 45 |
Losing Trades | 48 | 28 | 20 | 52 | 31 | 21 |
Profitability (%) | 63.6364 | 57.5758 | 69.697 | 60.6061 | 53.0303 | 68.1818 |
Ratio Avg Win / Avg Loss | 0.7312 | 1.4567 | 0.4061 | 1.3691 | 1.5349 | 1.1873 |
Largest Winning Trade | 55193 | 55193 | 44564 | 4042526 | 4014265 | 4042526 |
Largest Losing Trade | -321714 | -49970 | -321714 | -3631808 | -3169679 | -3631808 |
Avg Bars in Trades | 63 | 61 | 66 | 63 | 61 | 66 |
Avg Bars in Winners | 51 | 50 | 53 | 52 | 48 | 55 |
Avg Bars in Losers | 84 | 76 | 96 | 81 | 75 | 89 |
Bars Traded | 8433 | 4045 | 4388 | 8433 | 4045 | 4388 |
Profit Streak | 30.6933 | 0 | 58.6933 | 30.6933 | 0 | 58.6933 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32179 | -128465 | -701844 | 494566 | -112326 | -109118 |
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{ "first_band": { "type": "dcm", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 193, "offset": 0, "std": 4.99473 } } }
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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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