Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474042.1064 | 350529.471 | 123512.6354 | 1848778.0209 | 974428.9834 | 874349.0375 |
Total P&L (%) | 474.0421 | 350.5295 | 123.5126 | 1848.778 | 974.429 | 874.349 |
Avg Daily Profit (%) | 0.3796 | 0.2807 | 0.0989 | 0.2381 | 0.1903 | 0.1825 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -60617 | -46931 | -97038 | -480634 | -470670 | -306130 |
Profit Factor | 1.8418 | 2.3877 | 1.3978 | 1.815 | 1.7273 | 1.9417 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 90 | 43 | 47 | 90 | 43 | 47 |
Losing Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Profitability (%) | 58.4416 | 55.8442 | 61.039 | 58.4416 | 55.8442 | 61.039 |
Ratio Avg Win / Avg Loss | 1.3098 | 1.8879 | 0.8922 | 1.2907 | 1.3658 | 1.2394 |
Largest Winning Trade | 79405 | 79405 | 24034 | 747364 | 747364 | 255958 |
Largest Losing Trade | -45130 | -36638 | -45130 | -351079 | -351079 | -302016 |
Avg Bars in Trades | 47 | 55 | 38 | 47 | 55 | 38 |
Avg Bars in Winners | 48 | 56 | 39 | 48 | 56 | 39 |
Avg Bars in Losers | 45 | 53 | 37 | 45 | 53 | 37 |
Bars Traded | 7258 | 4267 | 2991 | 7258 | 4267 | 2991 |
Profit Streak | 17.568 | 17.568 | 20.568 | 17.568 | 17.568 | 20.568 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522292 | -27496 | -101616 | 491891 | -30237 | -29231 |
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{ "first_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 3.38924 } }, "second_band": { "type": "dcm", "factors": { "length": 96, "offset": 0 } } }
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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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