Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107655.8218 | 1241758.8695 | -134103.0478 | -92084.734 | 342625.8386 | -434710.5726 |
Total P&L (%) | 1107.6558 | 1241.7589 | -134.103 | -92.0847 | 342.6258 | -434.7106 |
Avg Daily Profit (%) | 0.4662 | 0.5226 | -0.0564 | -0.1067 | 0.0626 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -322867 | -235144 | -172716 | -538859 | -227852 | -450004 |
Profit Factor | 2.1773 | 3.0992 | 0.6161 | 0.9173 | 1.6702 | 0.2785 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 40.6593 | 37.7778 | 43.4783 | 40.6593 | 37.7778 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.1776 | 5.1046 | 0.801 | 1.3388 | 2.7509 | 0.3621 |
Largest Winning Trade | 930382 | 930382 | 36003 | 491980 | 491980 | 44853 |
Largest Losing Trade | -66479 | -66479 | -50930 | -277501 | -77394 | -277501 |
Avg Bars in Trades | 44 | 78 | 11 | 44 | 78 | 11 |
Avg Bars in Winners | 66 | 130 | 12 | 66 | 130 | 12 |
Avg Bars in Losers | 29 | 47 | 11 | 29 | 47 | 11 |
Bars Traded | 4083 | 3546 | 537 | 4083 | 3546 | 537 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398357 | 433069 | -582962 | -582501 | -110826 | -582962 |
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{ "first_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 15, "offset": 0, "std": 2.4712 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 15, "offset": 0, "std": 2.4712 } } }
# | 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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