Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 968468.0851 | 745542.1397 | 222925.9454 | 4829189.7377 | 1086074.4709 | 3743115.2668 |
Total P&L (%) | 968.4681 | 745.5421 | 222.9259 | 4829.1897 | 1086.0745 | 3743.1153 |
Avg Daily Profit (%) | 0.4056 | 0.3122 | 0.0934 | 0.1634 | 0.1036 | 0.1529 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -144658 | -95903 | -115392 | -36279698 | -28874776 | -32729473 |
Profit Factor | 2.4406 | 3.1128 | 1.698 | 1.0488 | 1.0221 | 1.0751 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 44 | 24 | 20 | 44 | 24 | 20 |
Profitability (%) | 52.6882 | 48.9362 | 56.5217 | 52.6882 | 48.9362 | 56.5217 |
Ratio Avg Win / Avg Loss | 2.1916 | 3.2481 | 1.3062 | 0.9418 | 1.0665 | 0.827 |
Largest Winning Trade | 232004 | 232004 | 72844 | 14322249 | 9865870 | 14322249 |
Largest Losing Trade | -75358 | -42374 | -75358 | -27443448 | -9435211 | -27443448 |
Avg Bars in Trades | 97 | 64 | 131 | 97 | 64 | 131 |
Avg Bars in Winners | 129 | 74 | 177 | 129 | 74 | 177 |
Avg Bars in Losers | 62 | 54 | 72 | 62 | 54 | 72 |
Bars Traded | 9082 | 3022 | 6059 | 9082 | 3022 | 6059 |
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 | 541501 | 526026 | -65310 | -160229 | -250794 | -131034 |
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{ "first_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 49, "offset": 0, "std": 3.25869 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 202, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 49, "offset": 0, "std": 3.25869 } } }
# | 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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