Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 96633.2464 | 207422.348 | -110789.1015 | -506612.0696 | -259022.8326 | -247589.237 |
Total P&L (%) | 96.6332 | 207.4223 | -110.7891 | -506.6121 | -259.0228 | -247.5892 |
Avg Daily Profit (%) | 0.0776 | 0.1665 | -0.0889 | 0 | 0 | 0 |
Buy And Hold Return (%) | 14.9558 | 14.9558 | 14.9558 | 14.9558 | 14.9558 | 14.9558 |
Max Trade Drawdown | -257325 | -23071 | -272840 | -598073 | -304777 | -483934 |
Profit Factor | 1.1643 | 4.8127 | 0.7924 | 0.7093 | 0.4495 | 0.8054 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 54 | 29 | 25 | 27 | 12 | 15 |
Losing Trades | 26 | 11 | 15 | 53 | 28 | 25 |
Profitability (%) | 67.5 | 72.5 | 62.5 | 33.75 | 30 | 37.5 |
Ratio Avg Win / Avg Loss | 0.5606 | 1.8255 | 0.4754 | 1.3923 | 1.0488 | 1.3423 |
Largest Winning Trade | 36117 | 31972 | 36117 | 350400 | 73021 | 350400 |
Largest Losing Trade | -246648 | -15953 | -246648 | -338157 | -68405 | -338157 |
Avg Bars in Trades | 90 | 23 | 157 | 90 | 23 | 157 |
Avg Bars in Winners | 70 | 23 | 124 | 117 | 27 | 189 |
Avg Bars in Losers | 133 | 26 | 211 | 76 | 22 | 137 |
Bars Traded | 7238 | 954 | 6284 | 7238 | 954 | 6284 |
Profit Streak | 36.8005 | 100.1338 | 36.8005 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151003 | 704562 | -578585 | -609208 | -586583 | -583944 |
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{ "first_band": { "type": "bbu", "factors": { "length": 187, "offset": 0, "std": 1.44363 } }, "second_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 187, "offset": 0, "std": 1.44363 } }, "second_band": { "type": "dema", "factors": { "length": 189, "offset": 0 } } }
# | 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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