Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291433.8782 | 200767.616 | 90666.2622 | 77640.5893 | 59801.949 | 17838.6403 |
Total P&L (%) | 291.4339 | 200.7676 | 90.6663 | 77.6406 | 59.8019 | 17.8386 |
Avg Daily Profit (%) | 0.2826 | 0.1947 | 0.0879 | 0.0557 | 0.0455 | 0.0159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113580 | -141423 | -115253 | -129209 | -142046 | -84011 |
Profit Factor | 1.3365 | 1.4117 | 1.2396 | 1.0861 | 1.1197 | 1.0444 |
Total Trades | 198 | 99 | 99 | 198 | 99 | 99 |
Winning Trades | 101 | 45 | 56 | 101 | 45 | 56 |
Losing Trades | 97 | 54 | 43 | 97 | 54 | 43 |
Profitability (%) | 51.0101 | 45.4545 | 56.5657 | 51.0101 | 45.4545 | 56.5657 |
Ratio Avg Win / Avg Loss | 1.2836 | 1.6941 | 0.9518 | 1.0431 | 1.3436 | 0.8019 |
Largest Winning Trade | 173511 | 173511 | 31047 | 83294 | 83294 | 30155 |
Largest Losing Trade | -40138 | -40138 | -33355 | -41004 | -41004 | -38734 |
Avg Bars in Trades | 61 | 74 | 48 | 61 | 74 | 48 |
Avg Bars in Winners | 60 | 67 | 55 | 60 | 67 | 55 |
Avg Bars in Losers | 62 | 80 | 38 | 62 | 80 | 38 |
Bars Traded | 12170 | 7411 | 4759 | 12170 | 7411 | 4759 |
Profit Streak | 16.4785 | 16.4785 | 27.3118 | 16.4785 | 16.4785 | 27.3118 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391328 | 286912 | -75959 | -242070 | -223211 | -351730 |
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{ "first_band": { "type": "bbm", "factors": { "length": 200, "offset": 0, "std": 4.86533 } }, "second_band": { "type": "dcm", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 200, "offset": 0, "std": 4.86533 } }, "second_band": { "type": "dcm", "factors": { "length": 116, "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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