Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404909.3477 | 395540.3484 | 9368.9993 | 107939.503 | 159779.5746 | -51840.0716 |
Total P&L (%) | 404.9093 | 395.5403 | 9.369 | 107.9395 | 159.7796 | -51.8401 |
Avg Daily Profit (%) | 0.2106 | 0.2057 | 0.0049 | 0.0381 | 0.0497 | -0.038 |
Buy And Hold Return (%) | 41.21 | 41.21 | 41.21 | 41.21 | 41.21 | 41.21 |
Max Trade Drawdown | -241038 | -210793 | -86430 | -905230 | -812358 | -281000 |
Profit Factor | 1.5781 | 2.0174 | 1.0301 | 1.059 | 1.1514 | 0.933 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 48.5981 | 47.1698 | 50 | 48.5981 | 47.1698 | 50 |
Ratio Avg Win / Avg Loss | 1.6691 | 2.2595 | 1.0301 | 1.1201 | 1.2896 | 0.933 |
Largest Winning Trade | 279312 | 279312 | 34405 | 233917 | 233917 | 152259 |
Largest Losing Trade | -43919 | -43919 | -30085 | -390816 | -390816 | -105288 |
Avg Bars in Trades | 34 | 48 | 20 | 34 | 48 | 20 |
Avg Bars in Winners | 37 | 53 | 22 | 37 | 53 | 22 |
Avg Bars in Losers | 31 | 44 | 18 | 31 | 44 | 18 |
Bars Traded | 3688 | 2595 | 1094 | 3688 | 2595 | 1094 |
Profit Streak | 0 | 31.6245 | 0 | 0 | 31.6245 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372442 | -169111 | -719322 | -301319 | -363460 | -760555 |
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{ "first_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 1.56499 } } }
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{ "first_band": { "type": "dcm", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 1.56499 } } }
# | 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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