Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185096.8475 | 143147.9021 | 41948.9454 | 94314.1312 | -12929.6681 | 107243.7993 |
Total P&L (%) | 185.0968 | 143.1479 | 41.9489 | 94.3141 | -12.9297 | 107.2438 |
Avg Daily Profit (%) | 0.3554 | 0.2748 | 0.0805 | 0.1276 | -0.0266 | 0.14 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86974 | -73838 | -46495 | -400210 | -330702 | -178237 |
Profit Factor | 1.4211 | 1.4846 | 1.291 | 1.0734 | 0.9855 | 1.2728 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 68 | 26 | 42 | 68 | 26 | 42 |
Losing Trades | 67 | 41 | 26 | 67 | 41 | 26 |
Profitability (%) | 50.3704 | 38.806 | 61.7647 | 50.3704 | 38.806 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.4002 | 2.3411 | 0.7992 | 1.0577 | 1.554 | 0.788 |
Largest Winning Trade | 134104 | 134104 | 21796 | 178497 | 178497 | 67918 |
Largest Losing Trade | -24989 | -24989 | -13909 | -122514 | -122514 | -38429 |
Avg Bars in Trades | 180 | 286 | 76 | 180 | 286 | 76 |
Avg Bars in Winners | 210 | 446 | 63 | 210 | 446 | 63 |
Avg Bars in Losers | 150 | 184 | 96 | 150 | 184 | 96 |
Bars Traded | 24385 | 19178 | 5207 | 24385 | 19178 | 5207 |
Profit Streak | 7.8778 | 0 | 13.4819 | 7.8778 | 0 | 13.4819 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370280 | -111296 | -196725 | -161858 | -699880 | -115491 |
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{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 219 } }, "second_band": { "type": "bbu", "factors": { "length": 128, "offset": 0, "std": 2.80492 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 55, "offset": 219 } }, "second_band": { "type": "bbu", "factors": { "length": 128, "offset": 0, "std": 2.80492 } } }
# | 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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