Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2635110.7192 | 2686314.201 | -51203.4817 | 77568.8819 | 176546.5843 | -98977.7024 |
Total P&L (%) | 2635.1107 | 2686.3142 | -51.2035 | 77.5689 | 176.5466 | -98.9777 |
Avg Daily Profit (%) | 1.2124 | 1.2359 | -0.0236 | 0.0264 | 0.0468 | -0.2106 |
Buy And Hold Return (%) | 193.1442 | 193.1442 | 193.1442 | 193.1442 | 193.1442 | 193.1442 |
Max Trade Drawdown | -239113 | -199098 | -55110 | -1151764 | -1049811 | -116456 |
Profit Factor | 6.0606 | 7.0663 | 0.3426 | 1.0376 | 1.0941 | 0.4641 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 47.6923 | 43.75 | 51.5152 | 47.6923 | 43.75 | 51.5152 |
Ratio Avg Win / Avg Loss | 6.6471 | 9.0853 | 0.3225 | 1.1381 | 1.4067 | 0.4368 |
Largest Winning Trade | 2621071 | 2621071 | 2549 | 1167469 | 1167469 | 21092 |
Largest Losing Trade | -52488 | -52488 | -23029 | -364723 | -364723 | -58967 |
Avg Bars in Trades | 196 | 397 | 2 | 196 | 397 | 2 |
Avg Bars in Winners | 240 | 531 | 2 | 240 | 531 | 2 |
Avg Bars in Losers | 156 | 293 | 2 | 156 | 293 | 2 |
Bars Traded | 12791 | 12725 | 66 | 12791 | 12725 | 66 |
Profit Streak | 8.8963 | 0 | 238.3963 | 8.8963 | 0 | 238.3963 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -114176 | 705950 | -578696 | -638697 | -415618 | -578974 |
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{ "first_band": { "type": "bbl", "factors": { "length": 209, "offset": 0, "std": 3.29431 } }, "second_band": { "type": "dema", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 209, "offset": 0, "std": 3.29431 } }, "second_band": { "type": "dema", "factors": { "length": 30, "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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