Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475702.694 | 306557.1464 | 169145.5475 | 145717.65 | -226029.0362 | 371746.6862 |
Total P&L (%) | 475.7027 | 306.5571 | 169.1455 | 145.7177 | -226.029 | 371.7467 |
Avg Daily Profit (%) | 0.2623 | 0.169 | 0.0933 | 0.0496 | 0 | 0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -182703 | -211351 | -47102 | -798341 | -859956 | -275495 |
Profit Factor | 1.5779 | 1.5243 | 1.7095 | 1.0523 | 0.8863 | 1.4659 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 72 | 29 | 43 | 72 | 29 | 43 |
Losing Trades | 87 | 50 | 37 | 87 | 50 | 37 |
Profitability (%) | 45.283 | 36.7089 | 53.75 | 45.283 | 36.7089 | 53.75 |
Ratio Avg Win / Avg Loss | 1.9067 | 2.6281 | 1.471 | 1.2715 | 1.5281 | 1.2614 |
Largest Winning Trade | 332704 | 332704 | 39038 | 517918 | 517918 | 250358 |
Largest Losing Trade | -36087 | -36087 | -25116 | -251450 | -251450 | -219795 |
Avg Bars in Trades | 67 | 98 | 36 | 67 | 98 | 36 |
Avg Bars in Winners | 79 | 124 | 49 | 79 | 124 | 49 |
Avg Bars in Losers | 56 | 83 | 20 | 56 | 83 | 20 |
Bars Traded | 10692 | 7774 | 2918 | 10692 | 7774 | 2918 |
Profit Streak | 32.922 | 38.2553 | 32.922 | 32.922 | 38.2553 | 32.922 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397491 | -21659 | -84748 | -289692 | -609581 | -96036 |
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{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 0, "std": 3.49163 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 0, "std": 3.49163 } }, "second_band": { "type": "dcm", "factors": { "length": 163, "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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