Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2964274.2174 | 2894858.3567 | 69415.8607 | 37108296.8332 | 40878094.3353 | -3769797.5021 |
Total P&L (%) | 2964.2742 | 2894.8584 | 69.4159 | 37108.2968 | 40878.0943 | -3769.7975 |
Avg Daily Profit (%) | 1.5742 | 1.5374 | 0.0369 | 0.3148 | 0.32 | 0 |
Buy And Hold Return (%) | 7371.7934 | 7371.7934 | 7371.7934 | 7371.7934 | 7371.7934 | 7371.7934 |
Max Trade Drawdown | -77778 | -106022 | -68180 | -17703211 | -9110699 | -10905786 |
Profit Factor | 8.0667 | 13.767 | 1.3602 | 1.7779 | 3.1332 | 0.8679 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 50 | 51.5152 | 48.4848 | 50 | 51.5152 | 48.4848 |
Ratio Avg Win / Avg Loss | 8.0667 | 12.9572 | 1.4452 | 1.7779 | 2.9489 | 0.9221 |
Largest Winning Trade | 1914470 | 1914470 | 47877 | 30418112 | 30418112 | 12509411 |
Largest Losing Trade | -61227 | -61227 | -29116 | -10905786 | -6466965 | -10905786 |
Avg Bars in Trades | 103 | 149 | 56 | 103 | 149 | 56 |
Avg Bars in Winners | 140 | 206 | 69 | 140 | 206 | 69 |
Avg Bars in Losers | 66 | 89 | 44 | 66 | 89 | 44 |
Bars Traded | 6801 | 4935 | 1866 | 6801 | 4935 | 1866 |
Profit Streak | 0 | 181.2516 | 0 | 0 | 181.2516 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -271911 | -142300 | -309593 | -117419 | 548029 | -581392 |
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 1.61351 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 55, "offset": 0, "std": 1.61351 } } }
# | 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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