Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 230854.9605 | 270376.9136 | -39521.953 | -26356.1712 | 242660.4013 | -269016.5725 |
Total P&L (%) | 230.855 | 270.3769 | -39.522 | -26.3562 | 242.6604 | -269.0166 |
Avg Daily Profit (%) | 0.2216 | 0.2596 | -0.0379 | -0.0294 | 0.1183 | 0 |
Buy And Hold Return (%) | 74.3396 | 74.3396 | 74.3396 | 74.3396 | 74.3396 | 74.3396 |
Max Trade Drawdown | -123534 | -108243 | -53230 | -693873 | -602104 | -319418 |
Profit Factor | 1.4536 | 1.7202 | 0.7042 | 0.9864 | 1.1778 | 0.5264 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Profitability (%) | 55.914 | 60.8696 | 51.0638 | 55.914 | 60.8696 | 51.0638 |
Ratio Avg Win / Avg Loss | 1.1461 | 1.1059 | 0.6748 | 0.7777 | 0.7572 | 0.5045 |
Largest Winning Trade | 149884 | 149884 | 11602 | 331809 | 331809 | 37144 |
Largest Losing Trade | -65398 | -65398 | -16198 | -359346 | -359346 | -124327 |
Avg Bars in Trades | 257 | 486 | 33 | 257 | 486 | 33 |
Avg Bars in Winners | 188 | 312 | 43 | 188 | 312 | 43 |
Avg Bars in Losers | 345 | 756 | 23 | 345 | 756 | 23 |
Bars Traded | 23952 | 22369 | 1582 | 23952 | 22369 | 1582 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 245713 | 331817 | -580558 | -579763 | -63027 | -580558 |
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{ "first_band": { "type": "bbl", "factors": { "length": 78, "offset": 0, "std": 2.80428 } }, "second_band": { "type": "dcm", "factors": { "length": 214, "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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