Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811459.6841 | 755386.9214 | 56072.7628 | 554506.4022 | 1504785.6571 | -950279.2549 |
Total P&L (%) | 811.4597 | 755.3869 | 56.0728 | 554.5064 | 1504.7857 | -950.2793 |
Avg Daily Profit (%) | 0.4352 | 0.4051 | 0.0301 | 0.1008 | 0.149 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -273081 | -229181 | -57487 | -10869859 | -8827056 | -2636978 |
Profit Factor | 1.9577 | 2.2256 | 1.2428 | 1.0254 | 1.0926 | 0.83 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 101 | 49 | 52 | 101 | 49 | 52 |
Losing Trades | 94 | 48 | 46 | 94 | 48 | 46 |
Profitability (%) | 51.7949 | 50.5155 | 53.0612 | 51.7949 | 50.5155 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.8221 | 2.1802 | 1.0994 | 0.9543 | 1.0703 | 0.7342 |
Largest Winning Trade | 528532 | 528532 | 13247 | 3245605 | 3245605 | 442778 |
Largest Losing Trade | -53796 | -53796 | -19270 | -3123029 | -3123029 | -939233 |
Avg Bars in Trades | 26 | 48 | 5 | 26 | 48 | 5 |
Avg Bars in Winners | 20 | 36 | 5 | 20 | 36 | 5 |
Avg Bars in Losers | 34 | 60 | 6 | 34 | 60 | 6 |
Bars Traded | 5222 | 4663 | 559 | 5222 | 4663 | 559 |
Profit Streak | 0 | 102.5624 | 0 | 0 | 102.5624 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 550722 | 546928 | -153524 | -250718 | -111282 | -580396 |
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{ "first_band": { "type": "bbl", "factors": { "length": 10, "offset": 0, "std": 2.66941 } }, "second_band": { "type": "dema", "factors": { "length": 62, "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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