Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1605945.0709 | 1573281.6297 | 32663.4413 | 735008.103 | 1541139.6048 | -806131.5018 |
Total P&L (%) | 1605.9451 | 1573.2816 | 32.6634 | 735.0081 | 1541.1396 | -806.1315 |
Avg Daily Profit (%) | 0.8651 | 0.8475 | 0.0176 | 0.1144 | 0.1508 | 0 |
Buy And Hold Return (%) | 144.6654 | 144.6654 | 144.6654 | 144.6654 | 144.6654 | 144.6654 |
Max Trade Drawdown | -188326 | -92158 | -108796 | -1264728 | -566414 | -1145640 |
Profit Factor | 4.3248 | 8.2845 | 1.1223 | 1.1852 | 2.0628 | 0.68 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 36.2069 | 31.0345 | 41.3793 | 36.2069 | 31.0345 | 41.3793 |
Ratio Avg Win / Avg Loss | 7.6199 | 18.41 | 1.5899 | 2.0882 | 4.5841 | 0.9633 |
Largest Winning Trade | 1444607 | 1444607 | 76205 | 1208520 | 1208520 | 908094 |
Largest Losing Trade | -42951 | -28393 | -42951 | -620715 | -225185 | -620715 |
Avg Bars in Trades | 185 | 168 | 201 | 185 | 168 | 201 |
Avg Bars in Winners | 373 | 361 | 381 | 373 | 361 | 381 |
Avg Bars in Losers | 78 | 81 | 74 | 78 | 81 | 74 |
Bars Traded | 10736 | 4883 | 5853 | 10736 | 4883 | 5853 |
Profit Streak | 0 | 0 | 82.0333 | 0 | 0 | 82.0333 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164619 | 514977 | -422438 | -241988 | 147906 | -583223 |
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{ "first_band": { "type": "bbm", "factors": { "length": 98, "offset": 0, "std": 1.44481 } }, "second_band": { "type": "dema", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 98, "offset": 0, "std": 1.44481 } }, "second_band": { "type": "dema", "factors": { "length": 167, "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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