Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1451362.8618 | 1589248.948 | -137886.0862 | -64998.4639 | 856076.8472 | -921075.3111 |
Total P&L (%) | 1451.3629 | 1589.2489 | -137.8861 | -64.9985 | 856.0768 | -921.0753 |
Avg Daily Profit (%) | 0.6967 | 0.7628 | -0.0662 | -0.0504 | 0.1084 | 0 |
Buy And Hold Return (%) | 514.7835 | 514.7835 | 514.7835 | 514.7835 | 514.7835 | 514.7835 |
Max Trade Drawdown | -239888 | -210283 | -143301 | -2914431 | -2101073 | -928830 |
Profit Factor | 2.0773 | 2.9885 | 0.7484 | 0.99 | 1.2203 | 0.6505 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 121 | 56 | 65 | 121 | 56 | 65 |
Losing Trades | 182 | 95 | 87 | 182 | 95 | 87 |
Profitability (%) | 39.934 | 37.0861 | 42.7632 | 39.934 | 37.0861 | 42.7632 |
Ratio Avg Win / Avg Loss | 3.1246 | 5.0697 | 1.0017 | 1.4891 | 2.0701 | 0.8707 |
Largest Winning Trade | 1349418 | 1349418 | 21773 | 2745560 | 2745560 | 295615 |
Largest Losing Trade | -52189 | -52189 | -24983 | -985903 | -985903 | -411578 |
Avg Bars in Trades | 81 | 131 | 30 | 81 | 131 | 30 |
Avg Bars in Winners | 115 | 213 | 32 | 115 | 213 | 32 |
Avg Bars in Losers | 57 | 83 | 29 | 57 | 83 | 29 |
Bars Traded | 24568 | 19878 | 4690 | 24568 | 19878 | 4690 |
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 | 382699 | 386504 | -581684 | -581441 | -61034 | -583351 |
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{ "first_band": { "type": "dcm", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 31, "offset": 0, "std": 4.55678 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 31, "offset": 0, "std": 4.55678 } } }
# | 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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