Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 930628.8967 | 870596.6579 | 60032.2388 | 61852.9496 | 347137.5621 | -285284.6125 |
Total P&L (%) | 930.6289 | 870.5967 | 60.0322 | 61.853 | 347.1376 | -285.2846 |
Avg Daily Profit (%) | 0.3936 | 0.3682 | 0.0254 | 0.0204 | 0.0634 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186244 | -202005 | -52322 | -2207280 | -2141723 | -834625 |
Profit Factor | 2.3795 | 2.7784 | 1.3244 | 1.0121 | 1.0945 | 0.8002 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 46 | 17 | 29 | 46 | 17 | 29 |
Losing Trades | 55 | 33 | 22 | 55 | 33 | 22 |
Profitability (%) | 45.5446 | 34 | 56.8627 | 45.5446 | 34 | 56.8627 |
Ratio Avg Win / Avg Loss | 2.8451 | 5.3933 | 1.0047 | 1.2102 | 2.1247 | 0.607 |
Largest Winning Trade | 934241 | 934241 | 26323 | 2032046 | 2032046 | 183596 |
Largest Losing Trade | -35325 | -35325 | -28401 | -701986 | -701986 | -460684 |
Avg Bars in Trades | 67 | 118 | 17 | 67 | 118 | 17 |
Avg Bars in Winners | 92 | 218 | 18 | 92 | 218 | 18 |
Avg Bars in Losers | 46 | 67 | 14 | 46 | 67 | 14 |
Bars Traded | 6808 | 5940 | 868 | 6808 | 5940 | 868 |
Profit Streak | 0 | 108.8162 | 0 | 0 | 108.8162 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459392 | -170542 | -338276 | -374847 | -409098 | -759665 |
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{ "first_band": { "type": "dcm", "factors": { "length": 97, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 199, "offset": 0, "std": 4.59672 } } }
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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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