Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 547568.4957 | 417866.7126 | 129701.7831 | 2257773.0661 | 1216888.8265 | 1040884.2396 |
Total P&L (%) | 547.5685 | 417.8667 | 129.7018 | 2257.7731 | 1216.8888 | 1040.8842 |
Avg Daily Profit (%) | 0.2333 | 0.178 | 0.0553 | 0.1347 | 0.1099 | 0.1038 |
Buy And Hold Return (%) | 24.8396 | 24.8396 | 24.8396 | 24.8396 | 24.8396 | 24.8396 |
Max Trade Drawdown | -65002 | -52017 | -50486 | -1702945 | -1357087 | -1268035 |
Profit Factor | 2.7689 | 3.5057 | 1.9083 | 1.4667 | 1.4146 | 1.5471 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.5958 | 3.2866 | 1.7891 | 1.375 | 1.3262 | 1.4504 |
Largest Winning Trade | 152113 | 152113 | 51790 | 951359 | 708560 | 951359 |
Largest Losing Trade | -32298 | -27496 | -32298 | -643763 | -643763 | -615201 |
Avg Bars in Trades | 64 | 104 | 25 | 64 | 104 | 25 |
Avg Bars in Winners | 87 | 141 | 32 | 87 | 141 | 32 |
Avg Bars in Losers | 41 | 64 | 17 | 41 | 64 | 17 |
Bars Traded | 4024 | 3238 | 786 | 4024 | 3238 | 786 |
Profit Streak | 196.6572 | 0 | 269.6572 | 196.6572 | 0 | 269.6572 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144093 | 514848 | -114903 | -169366 | -44939 | -50658 |
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{ "first_band": { "type": "dema", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 32, "offset": 0, "std": 1.47923 } } }
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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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