Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 254861.3748 | 51003.7175 | 203857.6573 | -77642.1806 | -18925.3195 | -58716.861 |
Total P&L (%) | 254.8614 | 51.0037 | 203.8577 | -77.6422 | -18.9253 | -58.7169 |
Avg Daily Profit (%) | 0.154 | 0.0308 | 0.1232 | -0.0905 | -0.0127 | -0.0535 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161611 | -49120 | -132367 | -92830 | -40292 | -86309 |
Profit Factor | 1.4094 | 1.251 | 1.4861 | 0.6641 | 0.7237 | 0.639 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 86 | 39 | 47 | 86 | 39 | 47 |
Losing Trades | 60 | 34 | 26 | 60 | 34 | 26 |
Profitability (%) | 58.9041 | 53.4247 | 64.3836 | 58.9041 | 53.4247 | 64.3836 |
Ratio Avg Win / Avg Loss | 0.9833 | 1.0906 | 0.8221 | 0.4633 | 0.6309 | 0.3535 |
Largest Winning Trade | 48365 | 22466 | 48365 | 18370 | 12517 | 18370 |
Largest Losing Trade | -93799 | -27007 | -93799 | -82717 | -25602 | -82717 |
Avg Bars in Trades | 66 | 9 | 124 | 66 | 9 | 124 |
Avg Bars in Winners | 60 | 9 | 102 | 60 | 9 | 102 |
Avg Bars in Losers | 75 | 8 | 163 | 75 | 8 | 163 |
Bars Traded | 9733 | 663 | 9070 | 9733 | 663 | 9070 |
Profit Streak | 62.1155 | 230.9488 | 62.1155 | 62.1155 | 230.9488 | 62.1155 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334826 | -222717 | -97807 | -577791 | -650309 | -649619 |
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{ "first_band": { "type": "bbu", "factors": { "length": 170, "offset": 0, "std": 4.68335 } }, "second_band": { "type": "dema", "factors": { "length": 176, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 170, "offset": 0, "std": 4.68335 } }, "second_band": { "type": "dema", "factors": { "length": 176, "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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