Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 773509.2273 | 548607.1607 | 224902.0666 | 2389538.7297 | 631324.5162 | 1758214.2135 |
Total P&L (%) | 773.5092 | 548.6072 | 224.9021 | 2389.5387 | 631.3245 | 1758.2142 |
Avg Daily Profit (%) | 0.44 | 0.312 | 0.1279 | 0.183 | 0.1132 | 0.1663 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79784 | -121858 | -53028 | -532262 | -707314 | -519564 |
Profit Factor | 2.2869 | 2.5804 | 1.8856 | 1.4879 | 1.2282 | 1.8251 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 40 | 13 | 27 | 40 | 13 | 27 |
Losing Trades | 71 | 43 | 28 | 71 | 43 | 28 |
Profitability (%) | 36.036 | 23.2143 | 49.0909 | 36.036 | 23.2143 | 49.0909 |
Ratio Avg Win / Avg Loss | 4.0592 | 8.5353 | 1.9555 | 2.641 | 4.0625 | 1.8927 |
Largest Winning Trade | 364863 | 364863 | 61791 | 600635 | 600635 | 481831 |
Largest Losing Trade | -23446 | -20440 | -23446 | -519564 | -234205 | -519564 |
Avg Bars in Trades | 93 | 79 | 107 | 93 | 79 | 107 |
Avg Bars in Winners | 169 | 182 | 163 | 169 | 182 | 163 |
Avg Bars in Losers | 50 | 48 | 53 | 50 | 48 | 53 |
Bars Traded | 10360 | 4458 | 5902 | 10360 | 4458 | 5902 |
Profit Streak | 0 | 0 | 31.7417 | 0 | 0 | 31.7417 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 335054 | -204102 | -198537 | 183615 | -258675 | -168655 |
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{ "first_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 1.32632 } }, "second_band": { "type": "dema", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 1.32632 } }, "second_band": { "type": "dema", "factors": { "length": 55, "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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