Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800337.7052 | 876181.2084 | -75843.5032 | -71123.1328 | 722895.2109 | -794018.3437 |
Total P&L (%) | 800.3377 | 876.1812 | -75.8435 | -71.1231 | 722.8952 | -794.0183 |
Avg Daily Profit (%) | 0.4304 | 0.4712 | -0.0408 | -0.0668 | 0.1134 | 0 |
Buy And Hold Return (%) | 128.2339 | 128.2339 | 128.2339 | 128.2339 | 128.2339 | 128.2339 |
Max Trade Drawdown | -248923 | -150155 | -171080 | -1685739 | -499125 | -1220159 |
Profit Factor | 2.001 | 3.1489 | 0.8064 | 0.9667 | 1.9747 | 0.4317 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 52.7778 | 50 | 55.5556 | 52.7778 | 50 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.7904 | 3.1489 | 0.6451 | 0.865 | 1.9747 | 0.3454 |
Largest Winning Trade | 660007 | 660007 | 48023 | 1101366 | 1101366 | 435758 |
Largest Losing Trade | -80697 | -50136 | -80697 | -1056209 | -395148 | -1056209 |
Avg Bars in Trades | 74 | 109 | 39 | 74 | 109 | 39 |
Avg Bars in Winners | 81 | 119 | 46 | 81 | 119 | 46 |
Avg Bars in Losers | 67 | 100 | 31 | 67 | 100 | 31 |
Bars Traded | 5387 | 3958 | 1429 | 5387 | 3958 | 1429 |
Profit Streak | 50.8208 | 50.8208 | 82.4875 | 50.8208 | 50.8208 | 82.4875 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68421 | 605666 | -579097 | -662503 | -37757 | -579097 |
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{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 1.06828 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 1.06828 } } }
# | 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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