Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670695.736 | 574936.4434 | 95759.2926 | 429321.7623 | 98787.028 | 330534.7343 |
Total P&L (%) | 670.6957 | 574.9364 | 95.7593 | 429.3218 | 98.787 | 330.5347 |
Avg Daily Profit (%) | 0.3219 | 0.276 | 0.046 | 0.08 | 0.033 | 0.0701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117572 | -76941 | -92703 | -2033837 | -1219083 | -1321699 |
Profit Factor | 1.8494 | 2.5505 | 1.2287 | 1.0481 | 1.025 | 1.0665 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 46.0938 | 48.4375 | 43.75 | 46.0938 | 48.4375 | 43.75 |
Ratio Avg Win / Avg Loss | 2.1629 | 2.7151 | 1.5797 | 1.2258 | 1.0911 | 1.3712 |
Largest Winning Trade | 413625 | 413625 | 65517 | 1030746 | 1030746 | 705491 |
Largest Losing Trade | -40558 | -39527 | -40558 | -1023020 | -525692 | -1023020 |
Avg Bars in Trades | 192 | 156 | 228 | 192 | 156 | 228 |
Avg Bars in Winners | 252 | 183 | 329 | 252 | 183 | 329 |
Avg Bars in Losers | 140 | 130 | 150 | 140 | 130 | 150 |
Bars Traded | 24629 | 10010 | 14619 | 24629 | 10010 | 14619 |
Profit Streak | 34.3841 | 0 | 63.2174 | 34.3841 | 0 | 63.2174 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430259 | -126238 | -271675 | -254342 | -481631 | -387648 |
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{ "first_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 1.92057 } }, "second_band": { "type": "dema", "factors": { "length": 236, "offset": 0 } } }
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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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