Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -175005.3597 | 171112.1435 | -346117.5032 | 2712337.716 | 792497.0749 | 1919840.641 |
Total P&L (%) | -175.0054 | 171.1121 | -346.1175 | 2712.3377 | 792.4971 | 1919.8406 |
Avg Daily Profit (%) | -0.0944 | 0.0923 | -0.1868 | 0.1802 | 0.1182 | 0.1623 |
Buy And Hold Return (%) | 131.9106 | 131.9106 | 131.9106 | 131.9106 | 131.9106 | 131.9106 |
Max Trade Drawdown | -540789 | -72363 | -339299 | -928760 | -223499 | -491179 |
Profit Factor | 0.7958 | 2.1338 | 0.5099 | 2.3787 | 1.9845 | 2.6516 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 38 | 19 | 19 | 36 | 18 | 18 |
Losing Trades | 23 | 12 | 11 | 25 | 13 | 12 |
Profitability (%) | 62.2951 | 61.2903 | 63.3333 | 59.0164 | 58.0645 | 60 |
Ratio Avg Win / Avg Loss | 0.4817 | 1.3476 | 0.2952 | 1.6518 | 1.4332 | 1.7678 |
Largest Winning Trade | 63191 | 54801 | 63191 | 822319 | 271153 | 822319 |
Largest Losing Trade | -299199 | -26102 | -299199 | -463164 | -137108 | -463164 |
Avg Bars in Trades | 49 | 23 | 76 | 49 | 23 | 76 |
Avg Bars in Winners | 50 | 19 | 81 | 44 | 25 | 63 |
Avg Bars in Losers | 47 | 29 | 68 | 56 | 19 | 96 |
Bars Traded | 3015 | 716 | 2299 | 3015 | 716 | 2299 |
Profit Streak | 242.9239 | 242.9239 | 342.4239 | 242.9239 | 242.9239 | 342.4239 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -744212 | -137764 | -577733 | -151459 | -30925 | 553901 |
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 164, "offset": 0, "std": 3.90364 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 164, "offset": 0, "std": 3.90364 } } }
# | 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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