Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 413027.7637 | 351047.2762 | 61980.4875 | 234152.4782 | 42529.2282 | 191623.2499 |
Total P&L (%) | 413.0278 | 351.0473 | 61.9805 | 234.1525 | 42.5292 | 191.6233 |
Avg Daily Profit (%) | 0.1983 | 0.1685 | 0.0298 | 0.0579 | 0.017 | 0.0514 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139509 | -155737 | -45292 | -464296 | -488638 | -100806 |
Profit Factor | 1.6467 | 1.7107 | 1.4283 | 1.1495 | 1.0337 | 1.6347 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Profitability (%) | 51.6779 | 51.3514 | 52 | 51.6779 | 51.3514 | 52 |
Ratio Avg Win / Avg Loss | 1.5397 | 1.6206 | 1.3184 | 1.0749 | 0.9792 | 1.5089 |
Largest Winning Trade | 215473 | 215473 | 17289 | 301578 | 301578 | 63524 |
Largest Losing Trade | -41522 | -41522 | -13667 | -156287 | -156287 | -60349 |
Avg Bars in Trades | 163 | 306 | 22 | 163 | 306 | 22 |
Avg Bars in Winners | 128 | 231 | 29 | 128 | 231 | 29 |
Avg Bars in Losers | 200 | 386 | 15 | 200 | 386 | 15 |
Bars Traded | 24399 | 22703 | 1696 | 24399 | 22703 | 1696 |
Profit Streak | 20.2675 | 20.2675 | 130.6842 | 20.2675 | 20.2675 | 130.6842 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461008 | -53134 | -207836 | -169509 | -421025 | -176221 |
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{ "first_band": { "type": "dema", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 231, "offset": 0, "std": 1.22172 } } }
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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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