Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 752004.034 | 787884.9095 | -35880.8755 | -25093.9439 | 476131.9847 | -501225.9286 |
Total P&L (%) | 752.004 | 787.8849 | -35.8809 | -25.0939 | 476.132 | -501.2259 |
Avg Daily Profit (%) | 0.4067 | 0.4261 | -0.0194 | -0.0156 | 0.0948 | 0 |
Buy And Hold Return (%) | 189.741 | 189.741 | 189.741 | 189.741 | 189.741 | 189.741 |
Max Trade Drawdown | -233401 | -128789 | -119570 | -1670633 | -1021987 | -678579 |
Profit Factor | 2.2377 | 3.0489 | 0.8391 | 0.9903 | 1.2956 | 0.4834 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 58.4615 | 56.25 | 60.6061 | 58.4615 | 56.25 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.5899 | 2.3714 | 0.5454 | 0.7036 | 1.0077 | 0.3142 |
Largest Winning Trade | 403441 | 403441 | 23352 | 984517 | 984517 | 269279 |
Largest Losing Trade | -78909 | -78909 | -43475 | -600314 | -600314 | -229340 |
Avg Bars in Trades | 78 | 127 | 31 | 78 | 127 | 31 |
Avg Bars in Winners | 62 | 102 | 26 | 62 | 102 | 26 |
Avg Bars in Losers | 101 | 158 | 40 | 101 | 158 | 40 |
Bars Traded | 5114 | 4071 | 1043 | 5114 | 4071 | 1043 |
Profit Streak | 66.5916 | 0 | 138.925 | 66.5916 | 0 | 138.925 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -122535 | 521491 | -578467 | -715122 | -69179 | -578467 |
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{ "first_band": { "type": "bbl", "factors": { "length": 233, "offset": 0, "std": 1.95382 } }, "second_band": { "type": "dema", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 233, "offset": 0, "std": 1.95382 } }, "second_band": { "type": "dema", "factors": { "length": 171, "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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