Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1217721.5272 | 1080102.227 | 137619.3002 | 7064378.7115 | -25467314.2353 | 32531692.9468 |
Total P&L (%) | 1217.7215 | 1080.1022 | 137.6193 | 7064.3787 | -25467.3142 | 32531.6929 |
Avg Daily Profit (%) | 0.68 | 0.6031 | 0.0768 | 0.2388 | 0 | 0.3237 |
Buy And Hold Return (%) | 351.1424 | 351.1424 | 351.1424 | 351.1424 | 351.1424 | 351.1424 |
Max Trade Drawdown | -234321 | -214495 | -104250 | -135677610 | -141796529 | -44001706 |
Profit Factor | 1.9278 | 2.3855 | 1.2583 | 1.0124 | 0.9278 | 1.1506 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 165 | 78 | 87 | 165 | 78 | 87 |
Losing Trades | 178 | 93 | 85 | 178 | 93 | 85 |
Profitability (%) | 48.105 | 45.614 | 50.5814 | 48.105 | 45.614 | 50.5814 |
Ratio Avg Win / Avg Loss | 2.0797 | 2.8442 | 1.2293 | 1.0922 | 1.1062 | 1.1241 |
Largest Winning Trade | 409437 | 409437 | 33193 | 41293704 | 41293704 | 26743509 |
Largest Losing Trade | -51765 | -30691 | -51765 | -41705323 | -34236339 | -41705323 |
Avg Bars in Trades | 31 | 41 | 20 | 31 | 41 | 20 |
Avg Bars in Winners | 38 | 52 | 26 | 38 | 52 | 26 |
Avg Bars in Losers | 23 | 32 | 13 | 23 | 32 | 13 |
Bars Traded | 10634 | 7117 | 3517 | 10634 | 7117 | 3517 |
Profit Streak | 8.2662 | 0 | 44.0995 | 8.2662 | 0 | 44.0995 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 534059 | 418257 | -254606 | -196763 | -580476 | -44125 |
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{ "first_band": { "type": "bbm", "factors": { "length": 170, "offset": 0, "std": 2.91806 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 170, "offset": 0, "std": 2.91806 } }, "second_band": { "type": "dcm", "factors": { "length": 85, "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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