Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 570006.3484 | 529200.8561 | 40805.4923 | 124912.2565 | 190763.6539 | -65851.3974 |
Total P&L (%) | 570.0063 | 529.2009 | 40.8055 | 124.9123 | 190.7637 | -65.8514 |
Avg Daily Profit (%) | 0.3523 | 0.3271 | 0.0252 | 0.0501 | 0.066 | -0.0664 |
Buy And Hold Return (%) | 25.3933 | 25.3933 | 25.3933 | 25.3933 | 25.3933 | 25.3933 |
Max Trade Drawdown | -187703 | -209996 | -37479 | -2344797 | -2415461 | -592350 |
Profit Factor | 1.771 | 1.865 | 1.3201 | 1.0164 | 1.0297 | 0.9447 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 70 | 32 | 38 | 70 | 32 | 38 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 48.2759 | 44.4444 | 52.0548 | 48.2759 | 44.4444 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.8975 | 2.3312 | 1.2159 | 1.089 | 1.2872 | 0.8701 |
Largest Winning Trade | 224433 | 224433 | 19295 | 1591466 | 1591466 | 193765 |
Largest Losing Trade | -65864 | -65864 | -10920 | -1300493 | -1300493 | -255143 |
Avg Bars in Trades | 129 | 252 | 7 | 129 | 252 | 7 |
Avg Bars in Winners | 156 | 332 | 8 | 156 | 332 | 8 |
Avg Bars in Losers | 104 | 189 | 6 | 104 | 189 | 6 |
Bars Traded | 18750 | 18209 | 542 | 18750 | 18209 | 542 |
Profit Streak | 481.6731 | 0 | 540.1731 | 481.6731 | 0 | 540.1731 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 467833 | -68955 | -239312 | -329558 | -374245 | -651608 |
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{ "first_band": { "type": "dema", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 4.54715 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 138, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 4.54715 } } }
# | 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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