Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 247529.82 | 266773.0046 | -19243.1846 | 15028.654 | 38638.2854 | -23609.6315 |
Total P&L (%) | 247.5298 | 266.773 | -19.2432 | 15.0287 | 38.6383 | -23.6096 |
Avg Daily Profit (%) | 0.1743 | 0.1878 | -0.0136 | 0.0099 | 0.023 | -0.019 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140597 | -82716 | -75182 | -86265 | -52124 | -46910 |
Profit Factor | 1.5593 | 1.9992 | 0.8904 | 1.0518 | 1.2241 | 0.7993 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 50.6667 | 51.3514 | 50 | 50.6667 | 51.3514 | 50 |
Ratio Avg Win / Avg Loss | 1.5183 | 1.894 | 0.8904 | 1.0241 | 1.1597 | 0.7993 |
Largest Winning Trade | 169211 | 169211 | 24340 | 55915 | 55915 | 19032 |
Largest Losing Trade | -48194 | -48194 | -25768 | -43363 | -43363 | -23715 |
Avg Bars in Trades | 101 | 170 | 35 | 101 | 170 | 35 |
Avg Bars in Winners | 70 | 95 | 44 | 70 | 95 | 44 |
Avg Bars in Losers | 134 | 248 | 25 | 134 | 248 | 25 |
Bars Traded | 7632 | 6296 | 1337 | 7632 | 6296 | 1337 |
Profit Streak | 0 | 193.6986 | 0 | 0 | 193.6986 | 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 | -51010 | 463765 | -580764 | -414587 | -163287 | -580764 |
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{ "first_band": { "type": "bbl", "factors": { "length": 221, "offset": 0, "std": 1.43975 } }, "second_band": { "type": "dema", "factors": { "length": 176, "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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