Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 202765.9252 | 715153.2263 | -512387.3011 | 56663849.5048 | 44209251.7663 | 12454597.7385 |
Total P&L (%) | 202.7659 | 715.1532 | -512.3873 | 56663.8495 | 44209.2518 | 12454.5977 |
Avg Daily Profit (%) | 0.0895 | 0.3156 | -0.2261 | 0.2802 | 0.2693 | 0.2135 |
Buy And Hold Return (%) | 10145.7941 | 10145.7941 | 10145.7941 | 10145.7941 | 10145.7941 | 10145.7941 |
Max Trade Drawdown | -624613 | -42747 | -760466 | -33346414 | -23227592 | -30130217 |
Profit Factor | 1.1895 | 5.3495 | 0.4343 | 1.697 | 2.1876 | 1.2826 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 43 | 22 | 21 | 43 | 21 | 22 |
Losing Trades | 27 | 13 | 14 | 27 | 14 | 13 |
Profitability (%) | 61.4286 | 62.8571 | 60 | 61.4286 | 60 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.7469 | 3.1611 | 0.2895 | 1.0656 | 1.4584 | 0.7579 |
Largest Winning Trade | 263271 | 263271 | 60245 | 43616131 | 43616131 | 14843105 |
Largest Losing Trade | -382876 | -28144 | -382876 | -19506789 | -16912179 | -19506789 |
Avg Bars in Trades | 125 | 141 | 109 | 125 | 141 | 109 |
Avg Bars in Winners | 149 | 162 | 135 | 152 | 166 | 139 |
Avg Bars in Losers | 87 | 106 | 69 | 82 | 104 | 58 |
Bars Traded | 8788 | 4964 | 3824 | 8788 | 4964 | 3824 |
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 | -350068 | -147043 | -579491 | -87133 | 398272 | -86859 |
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{ "first_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 2.77008 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 45, "offset": 0, "std": 2.77008 } } }
# | 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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