Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -518920.0081 | 55417.354 | -574337.3622 | 3224906.174 | 408867.4155 | 2816038.7585 |
Total P&L (%) | -518.92 | 55.4174 | -574.3374 | 3224.9062 | 408.8674 | 2816.0388 |
Avg Daily Profit (%) | -0.2677 | 0.0286 | -0.2963 | 0.1809 | 0.084 | 0.1741 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -817013 | -38233 | -811973 | -7375902 | -572876 | -7309234 |
Profit Factor | 0.5808 | 1.3783 | 0.4738 | 1.275 | 1.1977 | 1.2915 |
Total Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Winning Trades | 63 | 27 | 36 | 61 | 24 | 37 |
Losing Trades | 38 | 24 | 14 | 40 | 27 | 13 |
Profitability (%) | 62.3762 | 52.9412 | 72 | 60.396 | 47.0588 | 74 |
Ratio Avg Win / Avg Loss | 0.3503 | 1.2251 | 0.1842 | 0.836 | 1.3474 | 0.4538 |
Largest Winning Trade | 52955 | 33248 | 52955 | 1692639 | 385325 | 1692639 |
Largest Losing Trade | -628085 | -13914 | -628085 | -6066433 | -203666 | -6066433 |
Avg Bars in Trades | 109 | 11 | 210 | 109 | 11 | 210 |
Avg Bars in Winners | 94 | 12 | 156 | 104 | 12 | 163 |
Avg Bars in Losers | 134 | 10 | 348 | 118 | 10 | 341 |
Bars Traded | 11077 | 574 | 10503 | 11077 | 574 | 10503 |
Profit Streak | 126.3979 | 126.3979 | 284.2312 | 126.3979 | 126.3979 | 284.2312 |
Trades During Streak | 10 | 5 | 9 | 10 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577316 | -333076 | -756502 | 336377 | -263385 | -169283 |
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{ "first_band": { "type": "bbu", "factors": { "length": 207, "offset": 0, "std": 3.92056 } }, "second_band": { "type": "dema", "factors": { "length": 185, "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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