Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 222158.7227 | 136088.752 | 86069.9707 | 380620.7401 | 162490.3795 | 218130.3606 |
Total P&L (%) | 222.1587 | 136.0888 | 86.07 | 380.6207 | 162.4904 | 218.1304 |
Avg Daily Profit (%) | 0.2314 | 0.1417 | 0.0896 | 0.1637 | 0.1006 | 0.1206 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58978 | -64370 | -33549 | -252121 | -287947 | -72011 |
Profit Factor | 1.4179 | 1.4224 | 1.4108 | 1.2647 | 1.1802 | 1.4068 |
Total Trades | 316 | 158 | 158 | 316 | 158 | 158 |
Winning Trades | 142 | 72 | 70 | 142 | 72 | 70 |
Losing Trades | 174 | 86 | 88 | 174 | 86 | 88 |
Profitability (%) | 44.9367 | 45.5696 | 44.3038 | 44.9367 | 45.5696 | 44.3038 |
Ratio Avg Win / Avg Loss | 1.7374 | 1.699 | 1.7736 | 1.5497 | 1.4097 | 1.7685 |
Largest Winning Trade | 47486 | 47486 | 23053 | 146680 | 146680 | 57776 |
Largest Losing Trade | -14304 | -14304 | -9247 | -59088 | -59088 | -33720 |
Avg Bars in Trades | 71 | 108 | 34 | 71 | 108 | 34 |
Avg Bars in Winners | 88 | 129 | 46 | 88 | 129 | 46 |
Avg Bars in Losers | 57 | 91 | 24 | 57 | 91 | 24 |
Bars Traded | 22632 | 17164 | 5468 | 22632 | 17164 | 5468 |
Profit Streak | 0 | 0 | 9.2988 | 0 | 0 | 9.2988 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 341568 | -3317 | -72233 | 287035 | -82443 | -30971 |
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{ "first_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 194, "offset": 0, "std": 1.65035 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 194, "offset": 0, "std": 1.65035 } } }
# | 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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