Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1033834.3483 | 1063672.8251 | -29838.4768 | -52560.7773 | 429036.093 | -481596.8704 |
Total P&L (%) | 1033.8343 | 1063.6728 | -29.8385 | -52.5608 | 429.0361 | -481.5969 |
Avg Daily Profit (%) | 0.523 | 0.5381 | -0.0151 | -0.0377 | 0.0843 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -287729 | -217796 | -112312 | -3533059 | -3335395 | -1255241 |
Profit Factor | 2.3643 | 3.1982 | 0.8911 | 0.9922 | 1.089 | 0.7445 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 49.5727 | 43.1034 | 55.9322 | 49.5727 | 43.1034 | 55.9322 |
Ratio Avg Win / Avg Loss | 2.405 | 4.2216 | 0.7021 | 1.0093 | 1.4375 | 0.5866 |
Largest Winning Trade | 935130 | 935130 | 38341 | 1792181 | 1792181 | 242967 |
Largest Losing Trade | -87399 | -87399 | -41995 | -3112442 | -3112442 | -903078 |
Avg Bars in Trades | 62 | 114 | 11 | 62 | 114 | 11 |
Avg Bars in Winners | 65 | 133 | 13 | 65 | 133 | 13 |
Avg Bars in Losers | 59 | 99 | 9 | 59 | 99 | 9 |
Bars Traded | 7311 | 6615 | 696 | 7311 | 6615 | 696 |
Profit Streak | 518.9647 | 518.9647 | 577.4647 | 518.9647 | 518.9647 | 577.4647 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 605377 | -164737 | -755077 | -577596 | -384774 | -755077 |
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{ "first_band": { "type": "bbl", "factors": { "length": 168, "offset": 0, "std": 2.39861 } }, "second_band": { "type": "dema", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 168, "offset": 0, "std": 2.39861 } }, "second_band": { "type": "dema", "factors": { "length": 116, "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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