Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1877042.5667 | 1826672.1636 | 50370.4031 | 1257410.4253 | 905781.5735 | 351628.8518 |
Total P&L (%) | 1877.0426 | 1826.6722 | 50.3704 | 1257.4104 | 905.7816 | 351.6289 |
Avg Daily Profit (%) | 0.8325 | 0.8101 | 0.0223 | 0.1157 | 0.1024 | 0.0669 |
Buy And Hold Return (%) | 215.5405 | 215.5405 | 215.5405 | 215.5405 | 215.5405 | 215.5405 |
Max Trade Drawdown | -144883 | -61501 | -117419 | -1383012 | -1184919 | -853840 |
Profit Factor | 4.479 | 8.1038 | 1.1784 | 1.1976 | 1.3 | 1.1051 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Profitability (%) | 34.7222 | 30.5556 | 38.8889 | 34.7222 | 30.5556 | 38.8889 |
Ratio Avg Win / Avg Loss | 8.4206 | 18.4178 | 1.8517 | 2.2514 | 2.9545 | 1.7366 |
Largest Winning Trade | 1479899 | 1479899 | 57512 | 996633 | 996633 | 715356 |
Largest Losing Trade | -60564 | -60564 | -60483 | -523939 | -293240 | -523939 |
Avg Bars in Trades | 182 | 151 | 213 | 182 | 151 | 213 |
Avg Bars in Winners | 389 | 334 | 433 | 389 | 334 | 433 |
Avg Bars in Losers | 72 | 71 | 72 | 72 | 71 | 72 |
Bars Traded | 13136 | 5466 | 7670 | 13136 | 5466 | 7670 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69111 | 509010 | -356329 | -130680 | -64232 | -221097 |
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{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 4.42947 } }, "second_band": { "type": "dema", "factors": { "length": 169, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 125, "offset": 0, "std": 4.42947 } }, "second_band": { "type": "dema", "factors": { "length": 169, "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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