Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451735.1804 | 480247.4495 | -28512.2692 | -57663.4081 | -17726.208 | -39937.2001 |
Total P&L (%) | 451.7352 | 480.2475 | -28.5123 | -57.6634 | -17.7262 | -39.9372 |
Avg Daily Profit (%) | 0.242 | 0.2573 | -0.0153 | -0.046 | -0.0105 | -0.0273 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206735 | -166678 | -103013 | -488430 | -447199 | -171527 |
Profit Factor | 1.3937 | 1.6258 | 0.925 | 0.9655 | 0.9852 | 0.9162 |
Total Trades | 247 | 123 | 124 | 247 | 123 | 124 |
Winning Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Losing Trades | 113 | 58 | 55 | 113 | 58 | 55 |
Profitability (%) | 54.251 | 52.8455 | 55.6452 | 54.251 | 52.8455 | 55.6452 |
Ratio Avg Win / Avg Loss | 1.1753 | 1.4507 | 0.7373 | 0.8142 | 0.8791 | 0.7303 |
Largest Winning Trade | 311479 | 311479 | 28916 | 325814 | 325814 | 29407 |
Largest Losing Trade | -54844 | -54844 | -29361 | -184451 | -184451 | -61069 |
Avg Bars in Trades | 29 | 53 | 5 | 29 | 53 | 5 |
Avg Bars in Winners | 24 | 43 | 5 | 24 | 43 | 5 |
Avg Bars in Losers | 35 | 64 | 5 | 35 | 64 | 5 |
Bars Traded | 7251 | 6521 | 730 | 7251 | 6521 | 730 |
Profit Streak | 12.3502 | 0 | 72.3502 | 12.3502 | 0 | 72.3502 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409527 | 367878 | -579026 | -578038 | -580636 | -579026 |
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{ "first_band": { "type": "bbl", "factors": { "length": 9, "offset": 0, "std": 3.86543 } }, "second_band": { "type": "dema", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 9, "offset": 0, "std": 3.86543 } }, "second_band": { "type": "dema", "factors": { "length": 81, "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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