Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 462474.652 | 284393.8162 | 178080.8358 | 823088.7891 | 1019399.6571 | -196310.868 |
Total P&L (%) | 462.4747 | 284.3938 | 178.0808 | 823.0888 | 1019.3997 | -196.3109 |
Avg Daily Profit (%) | 0.2747 | 0.1689 | 0.1058 | 0.1321 | 0.1435 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139821 | -121398 | -83564 | -1159425 | -403640 | -886998 |
Profit Factor | 1.3213 | 1.4099 | 1.2388 | 1.1209 | 1.3255 | 0.9466 |
Total Trades | 537 | 269 | 268 | 537 | 269 | 268 |
Winning Trades | 246 | 115 | 131 | 246 | 115 | 131 |
Losing Trades | 291 | 154 | 137 | 291 | 154 | 137 |
Profitability (%) | 45.8101 | 42.7509 | 48.8806 | 45.8101 | 42.7509 | 48.8806 |
Ratio Avg Win / Avg Loss | 1.563 | 1.888 | 1.2956 | 1.3259 | 1.7751 | 0.99 |
Largest Winning Trade | 76585 | 76585 | 43496 | 428251 | 340433 | 428251 |
Largest Losing Trade | -26334 | -18043 | -26334 | -387731 | -245089 | -387731 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 43 | 37 | 48 | 43 | 37 | 48 |
Avg Bars in Losers | 31 | 31 | 32 | 31 | 31 | 32 |
Bars Traded | 19979 | 9158 | 10822 | 19979 | 9158 | 10822 |
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 | 387386 | 261152 | -51673 | -102657 | -1608 | -580366 |
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{ "first_band": { "type": "dcm", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 162, "offset": 0, "std": 2.65402 } } }
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# | 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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