Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 410214.406 | 342148.9351 | 68065.4709 | 114255.3462 | -14384.7547 | 128640.1009 |
Total P&L (%) | 410.2144 | 342.1489 | 68.0655 | 114.2553 | -14.3848 | 128.6401 |
Avg Daily Profit (%) | 0.1723 | 0.1437 | 0.0286 | 0.032 | -0.0065 | 0.0347 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136445 | -132483 | -64825 | -754885 | -747397 | -122224 |
Profit Factor | 1.4627 | 1.6226 | 1.2019 | 1.0508 | 0.991 | 1.2006 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Losing Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Profitability (%) | 56.9231 | 57.732 | 56.1224 | 56.9231 | 57.732 | 56.1224 |
Ratio Avg Win / Avg Loss | 1.1069 | 1.188 | 0.9397 | 0.7952 | 0.7256 | 0.9386 |
Largest Winning Trade | 90432 | 90432 | 22094 | 202315 | 202315 | 61946 |
Largest Losing Trade | -67104 | -67104 | -25976 | -491070 | -491070 | -74622 |
Avg Bars in Trades | 35 | 56 | 14 | 35 | 56 | 14 |
Avg Bars in Winners | 26 | 35 | 17 | 26 | 35 | 17 |
Avg Bars in Losers | 47 | 86 | 10 | 47 | 86 | 10 |
Bars Traded | 6918 | 5515 | 1403 | 6918 | 5515 | 1403 |
Profit Streak | 10.6137 | 0 | 12.2803 | 10.6137 | 0 | 12.2803 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 397072 | 51649 | -155609 | -313839 | -580071 | -147287 |
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{ "first_band": { "type": "bbl", "factors": { "length": 226, "offset": 0, "std": 3.48591 } }, "second_band": { "type": "dema", "factors": { "length": 206, "offset": 0 } } }
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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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