Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523932.3325 | 510093.9781 | 13838.3544 | 92797.3832 | 222958.454 | -130161.0708 |
Total P&L (%) | 523.9323 | 510.094 | 13.8384 | 92.7974 | 222.9585 | -130.1611 |
Avg Daily Profit (%) | 0.2515 | 0.2448 | 0.0066 | 0.0315 | 0.0563 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -229758 | -226954 | -31954 | -1096527 | -929988 | -230442 |
Profit Factor | 1.7706 | 1.9593 | 1.0934 | 1.0422 | 1.131 | 0.7373 |
Total Trades | 177 | 88 | 89 | 177 | 88 | 89 |
Winning Trades | 82 | 37 | 45 | 82 | 37 | 45 |
Losing Trades | 95 | 51 | 44 | 95 | 51 | 44 |
Profitability (%) | 46.3277 | 42.0455 | 50.5618 | 46.3277 | 42.0455 | 50.5618 |
Ratio Avg Win / Avg Loss | 2.0513 | 2.7007 | 1.0691 | 1.2075 | 1.5589 | 0.7209 |
Largest Winning Trade | 311715 | 311715 | 18739 | 879057 | 879057 | 43884 |
Largest Losing Trade | -37105 | -37105 | -22074 | -328183 | -328183 | -74824 |
Avg Bars in Trades | 137 | 268 | 7 | 137 | 268 | 7 |
Avg Bars in Winners | 178 | 384 | 8 | 178 | 384 | 8 |
Avg Bars in Losers | 102 | 184 | 6 | 102 | 184 | 6 |
Bars Traded | 24334 | 23661 | 673 | 24334 | 23661 | 673 |
Profit Streak | 0 | 4.5634 | 0 | 0 | 4.5634 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 408030 | 325322 | -348094 | -325366 | -196196 | -580743 |
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{ "first_band": { "type": "bbl", "factors": { "length": 20, "offset": 0, "std": 2.52847 } }, "second_band": { "type": "dema", "factors": { "length": 73, "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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