Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182332.1709 | 230454.5806 | -48122.4096 | -44676.9763 | 34815.4928 | -79492.4691 |
Total P&L (%) | 182.3322 | 230.4546 | -48.1224 | -44.677 | 34.8155 | -79.4925 |
Avg Daily Profit (%) | 0.1291 | 0.1632 | -0.0341 | -0.0419 | 0.0212 | -0.1121 |
Buy And Hold Return (%) | 11.388 | 11.388 | 11.388 | 11.388 | 11.388 | 11.388 |
Max Trade Drawdown | -149404 | -138145 | -104368 | -114238 | -75902 | -93228 |
Profit Factor | 1.2269 | 1.4549 | 0.8378 | 0.8989 | 1.1313 | 0.55 |
Total Trades | 169 | 84 | 85 | 169 | 84 | 85 |
Winning Trades | 75 | 41 | 34 | 75 | 41 | 34 |
Losing Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Profitability (%) | 44.3787 | 48.8095 | 40 | 44.3787 | 48.8095 | 40 |
Ratio Avg Win / Avg Loss | 1.5378 | 1.5258 | 1.2568 | 1.1266 | 1.1865 | 0.8251 |
Largest Winning Trade | 124786 | 124786 | 21533 | 51864 | 51864 | 13206 |
Largest Losing Trade | -59978 | -59978 | -20245 | -27948 | -27948 | -25580 |
Avg Bars in Trades | 31 | 55 | 7 | 31 | 55 | 7 |
Avg Bars in Winners | 41 | 70 | 7 | 41 | 70 | 7 |
Avg Bars in Losers | 22 | 41 | 7 | 22 | 41 | 7 |
Bars Traded | 5272 | 4652 | 620 | 5272 | 4652 | 620 |
Profit Streak | 484.8031 | 0 | 490.8031 | 484.8031 | 0 | 490.8031 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20600 | 311602 | -582464 | -579827 | -244512 | -584131 |
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{ "first_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 203, "offset": 0, "std": 1.26229 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 52, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 203, "offset": 0, "std": 1.26229 } } }
# | 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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