Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 834586.2134 | 633331.604 | 201254.6094 | 1011543.3352 | 545579.3846 | 465963.9506 |
Total P&L (%) | 834.5862 | 633.3316 | 201.2546 | 1011.5433 | 545.5794 | 465.964 |
Avg Daily Profit (%) | 0.5644 | 0.4283 | 0.1361 | 0.163 | 0.1262 | 0.1173 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92873 | -111273 | -51680 | -2286544 | -2072607 | -941086 |
Profit Factor | 1.8833 | 2.2333 | 1.4666 | 1.0928 | 1.0905 | 1.0956 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 77 | 31 | 46 | 77 | 31 | 46 |
Losing Trades | 155 | 85 | 70 | 155 | 85 | 70 |
Profitability (%) | 33.1897 | 26.7241 | 39.6552 | 33.1897 | 26.7241 | 39.6552 |
Ratio Avg Win / Avg Loss | 3.7911 | 6.1236 | 2.2318 | 2.1998 | 2.9901 | 1.6672 |
Largest Winning Trade | 550897 | 550897 | 37573 | 1075703 | 1075703 | 590154 |
Largest Losing Trade | -26466 | -20342 | -26466 | -462508 | -462508 | -383869 |
Avg Bars in Trades | 37 | 31 | 44 | 37 | 31 | 44 |
Avg Bars in Winners | 73 | 66 | 78 | 73 | 66 | 78 |
Avg Bars in Losers | 20 | 18 | 22 | 20 | 18 | 22 |
Bars Traded | 8762 | 3608 | 5154 | 8762 | 3608 | 5154 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338550 | -8222 | -13388 | -114945 | -166422 | -154936 |
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{ "first_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 4.61569 } }, "second_band": { "type": "dema", "factors": { "length": 24, "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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