Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276737.705 | 50300.4707 | 226437.2343 | 157077.3593 | 110790.7933 | 46286.566 |
Total P&L (%) | 276.7377 | 50.3005 | 226.4372 | 157.0774 | 110.7908 | 46.2866 |
Avg Daily Profit (%) | 0.2126 | 0.0386 | 0.174 | 0.0726 | 0.0573 | 0.0292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78055 | -22439 | -78055 | -301346 | -33416 | -330033 |
Profit Factor | 1.9345 | 1.8798 | 1.9476 | 1.2032 | 2.2911 | 1.0674 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 61.194 | 61.7647 | 60.6061 | 61.194 | 61.7647 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.2267 | 1.1637 | 1.2659 | 0.763 | 1.4183 | 0.6938 |
Largest Winning Trade | 37426 | 15321 | 37426 | 70562 | 27341 | 70562 |
Largest Losing Trade | -78055 | -8906 | -78055 | -301346 | -12193 | -301346 |
Avg Bars in Trades | 227 | 26 | 434 | 227 | 26 | 434 |
Avg Bars in Winners | 240 | 26 | 465 | 240 | 26 | 465 |
Avg Bars in Losers | 206 | 27 | 385 | 206 | 27 | 385 |
Bars Traded | 15224 | 901 | 14323 | 15224 | 901 | 14323 |
Profit Streak | 340.9664 | 341.5497 | 340.9664 | 340.9664 | 341.5497 | 340.9664 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107833 | -136988 | 456492 | -216353 | -110000 | -300910 |
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{ "first_band": { "type": "bbu", "factors": { "length": 223, "offset": 0, "std": 4.77137 } }, "second_band": { "type": "dcm", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 223, "offset": 0, "std": 4.77137 } }, "second_band": { "type": "dcm", "factors": { "length": 175, "offset": 0 } } }
# | 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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