Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1910873.3939 | 42341.9982 | -1953215.3922 | 2876333.2972 | -973301.6635 | 3849634.9607 |
Total P&L (%) | -1910.8734 | 42.342 | -1953.2154 | 2876.3333 | -973.3017 | 3849.635 |
Avg Daily Profit (%) | -0.8473 | 0.0188 | -0.8661 | 0.1506 | 0 | 0.1631 |
Buy And Hold Return (%) | 262.9534 | 262.9534 | 262.9534 | 262.9534 | 262.9534 | 262.9534 |
Max Trade Drawdown | -2184281 | -68302 | -2172046 | -7989163 | -3386930 | -7633107 |
Profit Factor | 0.2492 | 1.3057 | 0.1884 | 1.1523 | 0.8169 | 1.2836 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 49 | 22 | 27 | 51 | 23 | 28 |
Losing Trades | 33 | 19 | 14 | 31 | 18 | 13 |
Profitability (%) | 59.7561 | 53.6585 | 65.8537 | 62.1951 | 56.0976 | 68.2927 |
Ratio Avg Win / Avg Loss | 0.1678 | 1.1277 | 0.0977 | 0.7004 | 0.6393 | 0.596 |
Largest Winning Trade | 50414 | 25783 | 50414 | 3425688 | 1061433 | 3425688 |
Largest Losing Trade | -1765339 | -19522 | -1765339 | -4721598 | -799708 | -4721598 |
Avg Bars in Trades | 105 | 11 | 199 | 105 | 11 | 199 |
Avg Bars in Winners | 98 | 11 | 169 | 112 | 11 | 195 |
Avg Bars in Losers | 116 | 12 | 258 | 94 | 12 | 208 |
Bars Traded | 8673 | 474 | 8199 | 8673 | 474 | 8199 |
Profit Streak | 118.4127 | 118.4127 | 550.6627 | 118.4127 | 118.4127 | 550.6627 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -587054 | -332079 | -577318 | -53037 | -579109 | 353346 |
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{ "first_band": { "type": "bbu", "factors": { "length": 201, "offset": 0, "std": 2.44562 } }, "second_band": { "type": "dema", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 201, "offset": 0, "std": 2.44562 } }, "second_band": { "type": "dema", "factors": { "length": 125, "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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