Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135393.8382 | 349434.1743 | -214040.3361 | -120812.2239 | 3449438.7672 | -3570250.9912 |
Total P&L (%) | 135.3938 | 349.4342 | -214.0403 | -120.8122 | 3449.4388 | -3570.251 |
Avg Daily Profit (%) | 0.0755 | 0.195 | -0.1194 | 0 | 0.1994 | 0 |
Buy And Hold Return (%) | 382.9521 | 382.9521 | 382.9521 | 382.9521 | 382.9521 | 382.9521 |
Max Trade Drawdown | -368513 | -273368 | -273175 | -3023317 | -615305 | -4066987 |
Profit Factor | 1.0895 | 1.4748 | 0.7247 | 0.9827 | 2.6669 | 0.2732 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 175 | 86 | 89 | 165 | 93 | 72 |
Losing Trades | 149 | 76 | 73 | 159 | 69 | 90 |
Profitability (%) | 54.0123 | 53.0864 | 54.9383 | 50.9259 | 57.4074 | 44.4444 |
Ratio Avg Win / Avg Loss | 0.9276 | 1.3033 | 0.5944 | 0.947 | 1.9787 | 0.3415 |
Largest Winning Trade | 65035 | 65035 | 20575 | 641136 | 641136 | 117752 |
Largest Losing Trade | -143597 | -48952 | -143597 | -1472174 | -374377 | -1472174 |
Avg Bars in Trades | 65 | 83 | 47 | 65 | 83 | 47 |
Avg Bars in Winners | 56 | 64 | 47 | 70 | 91 | 44 |
Avg Bars in Losers | 76 | 104 | 46 | 59 | 72 | 49 |
Bars Traded | 21159 | 13533 | 7626 | 21159 | 13533 | 7626 |
Profit Streak | 7.5168 | 0 | 11.2668 | 0 | 16.6001 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -378753 | -156354 | -579208 | -578963 | 538075 | -582645 |
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{ "first_band": { "type": "bbm", "factors": { "length": 199, "offset": 0, "std": 4.27299 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "offset": 29 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 199, "offset": 0, "std": 4.27299 } }, "second_band": { "type": "dcm", "factors": { "length": 154, "offset": 29 } } }
# | 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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