Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808938.3051 | 546964.3943 | 261973.9108 | 1602667.3592 | -1842849.209 | 3445516.5682 |
Total P&L (%) | 808.9383 | 546.9644 | 261.9739 | 1602.6674 | -1842.8492 | 3445.5166 |
Avg Daily Profit (%) | 0.4466 | 0.302 | 0.1446 | 0.1566 | 0 | 0.1972 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110434 | -107276 | -73293 | -5551337 | -5075466 | -3533314 |
Profit Factor | 2.3521 | 2.4671 | 2.1619 | 1.0718 | 0.8664 | 1.404 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 56 | 21 | 35 | 56 | 21 | 35 |
Losing Trades | 67 | 41 | 26 | 67 | 41 | 26 |
Profitability (%) | 45.5285 | 33.871 | 57.377 | 45.5285 | 33.871 | 57.377 |
Ratio Avg Win / Avg Loss | 2.8141 | 4.8167 | 1.606 | 1.2823 | 1.6916 | 1.043 |
Largest Winning Trade | 551260 | 551260 | 44865 | 2880908 | 2880908 | 1231926 |
Largest Losing Trade | -26432 | -26432 | -20947 | -1485851 | -1416625 | -1485851 |
Avg Bars in Trades | 57 | 62 | 52 | 57 | 62 | 52 |
Avg Bars in Winners | 76 | 100 | 61 | 76 | 100 | 61 |
Avg Bars in Losers | 41 | 42 | 40 | 41 | 42 | 40 |
Bars Traded | 7056 | 3846 | 3210 | 7056 | 3846 | 3210 |
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 | 475653 | -147119 | -156568 | -135308 | -738730 | -151990 |
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{ "first_band": { "type": "dcm", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 188, "offset": 0, "std": 2.73094 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 169, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 188, "offset": 0, "std": 2.73094 } } }
# | 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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