Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1202883.6066 | 1221317.5265 | -18433.9199 | -32623.3206 | 92336.9158 | -124960.2364 |
Total P&L (%) | 1202.8836 | 1221.3175 | -18.4339 | -32.6233 | 92.3369 | -124.9602 |
Avg Daily Profit (%) | 0.5206 | 0.5286 | -0.008 | -0.0171 | 0.0283 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -277099 | -242621 | -49017 | -2542833 | -2370292 | -185771 |
Profit Factor | 3.0198 | 3.5779 | 0.8486 | 0.9885 | 1.0361 | 0.5594 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 50.5618 | 43.1818 | 57.7778 | 50.5618 | 43.1818 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.9527 | 4.7078 | 0.6202 | 0.9665 | 1.3633 | 0.4088 |
Largest Winning Trade | 1115279 | 1115279 | 10115 | 1955883 | 1955883 | 33362 |
Largest Losing Trade | -70376 | -70376 | -13957 | -1057507 | -1057507 | -123025 |
Avg Bars in Trades | 70 | 137 | 3 | 70 | 137 | 3 |
Avg Bars in Winners | 95 | 222 | 3 | 95 | 222 | 3 |
Avg Bars in Losers | 43 | 73 | 4 | 43 | 73 | 4 |
Bars Traded | 6230 | 6065 | 165 | 6230 | 6065 | 165 |
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 | 606827 | 540177 | -579426 | -580467 | -338426 | -579426 |
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{ "first_band": { "type": "bbl", "factors": { "length": 242, "offset": 0, "std": 4.45595 } }, "second_band": { "type": "dema", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 242, "offset": 0, "std": 4.45595 } }, "second_band": { "type": "dema", "factors": { "length": 49, "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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