Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1164501.6684 | 1152023.9544 | 12477.714 | 449737.6 | 383664.8022 | 66072.7978 |
Total P&L (%) | 1164.5017 | 1152.024 | 12.4777 | 449.7376 | 383.6648 | 66.0728 |
Avg Daily Profit (%) | 0.6329 | 0.6261 | 0.0068 | 0.0927 | 0.0857 | 0.0276 |
Buy And Hold Return (%) | 626.4338 | 626.4338 | 626.4338 | 626.4338 | 626.4338 | 626.4338 |
Max Trade Drawdown | -138116 | -145196 | -29391 | -1845449 | -1800613 | -226586 |
Profit Factor | 2.7637 | 3.1972 | 1.0918 | 1.0724 | 1.0759 | 1.0573 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Losing Trades | 66 | 35 | 31 | 66 | 35 | 31 |
Profitability (%) | 50.3759 | 46.9697 | 53.7313 | 50.3759 | 46.9697 | 53.7313 |
Ratio Avg Win / Avg Loss | 2.7225 | 3.6097 | 0.9402 | 1.0564 | 1.2147 | 0.9104 |
Largest Winning Trade | 692526 | 692526 | 14184 | 976518 | 976518 | 114832 |
Largest Losing Trade | -51701 | -51701 | -11974 | -808678 | -808678 | -180083 |
Avg Bars in Trades | 38 | 75 | 3 | 38 | 75 | 3 |
Avg Bars in Winners | 50 | 106 | 3 | 50 | 106 | 3 |
Avg Bars in Losers | 26 | 47 | 2 | 26 | 47 | 2 |
Bars Traded | 5157 | 4953 | 204 | 5157 | 4953 | 204 |
Profit Streak | 102.1004 | 0 | 118.4338 | 102.1004 | 0 | 118.4338 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365186 | -115808 | -586112 | -374913 | -506991 | -596367 |
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{ "first_band": { "type": "bbl", "factors": { "length": 217, "offset": 0, "std": 2.17467 } }, "second_band": { "type": "dema", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 217, "offset": 0, "std": 2.17467 } }, "second_band": { "type": "dema", "factors": { "length": 24, "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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