Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1473665.1011 | 1375624.5154 | 98040.5857 | 1480472.0835 | 1174696.9871 | 305775.0964 |
Total P&L (%) | 1473.6651 | 1375.6245 | 98.0406 | 1480.4721 | 1174.697 | 305.7751 |
Avg Daily Profit (%) | 0.7975 | 0.7445 | 0.0531 | 0.1495 | 0.1378 | 0.0758 |
Buy And Hold Return (%) | 79.342 | 79.342 | 79.342 | 79.342 | 79.342 | 79.342 |
Max Trade Drawdown | -122097 | -88381 | -92608 | -3223766 | -2615144 | -2545609 |
Profit Factor | 3.9855 | 6.4185 | 1.409 | 1.129 | 1.1923 | 1.0569 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 38.3562 | 32.4324 | 44.4444 | 38.3562 | 32.4324 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.4052 | 13.3718 | 1.7612 | 1.8145 | 2.484 | 1.3212 |
Largest Winning Trade | 1224082 | 1224082 | 61641 | 2501979 | 2501979 | 1155695 |
Largest Losing Trade | -38933 | -29066 | -38933 | -1181102 | -1181102 | -937937 |
Avg Bars in Trades | 96 | 104 | 88 | 96 | 104 | 88 |
Avg Bars in Winners | 160 | 184 | 142 | 160 | 184 | 142 |
Avg Bars in Losers | 57 | 66 | 45 | 57 | 66 | 45 |
Bars Traded | 7057 | 3878 | 3179 | 7057 | 3878 | 3179 |
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 | -60609 | 518162 | -214820 | -151381 | -23261 | -254097 |
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{ "first_band": { "type": "dema", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 20, "offset": 0, "std": 3.00758 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 20, "offset": 0, "std": 3.00758 } } }
# | 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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