Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2040806.2773 | 1936238.44 | 104567.8373 | 6625229.7804 | 4214962.1494 | 2410267.6309 |
Total P&L (%) | 2040.8063 | 1936.2384 | 104.5678 | 6625.2298 | 4214.9621 | 2410.2676 |
Avg Daily Profit (%) | 0.9032 | 0.8569 | 0.0463 | 0.1864 | 0.1668 | 0.1427 |
Buy And Hold Return (%) | 173.8866 | 173.8866 | 173.8866 | 173.8866 | 173.8866 | 173.8866 |
Max Trade Drawdown | -94142 | -77201 | -72577 | -11603947 | -9640597 | -5627782 |
Profit Factor | 5.0247 | 8.1151 | 1.4451 | 1.1697 | 1.1997 | 1.1344 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 36.1446 | 33.3333 | 39.0244 | 36.1446 | 33.3333 | 39.0244 |
Ratio Avg Win / Avg Loss | 8.8769 | 16.2303 | 2.2579 | 2.0665 | 2.3994 | 1.7726 |
Largest Winning Trade | 1471163 | 1471163 | 56039 | 8311428 | 8311428 | 3720019 |
Largest Losing Trade | -24989 | -19551 | -24989 | -3002805 | -2032366 | -3002805 |
Avg Bars in Trades | 103 | 92 | 115 | 103 | 92 | 115 |
Avg Bars in Winners | 213 | 200 | 223 | 213 | 200 | 223 |
Avg Bars in Losers | 41 | 37 | 45 | 41 | 37 | 45 |
Bars Traded | 8580 | 3865 | 4715 | 8580 | 3865 | 4715 |
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 | 518500 | 550997 | -299029 | -31451 | 57087 | -77827 |
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{ "first_band": { "type": "bbm", "factors": { "length": 93, "offset": 0, "std": 4.89905 } }, "second_band": { "type": "dema", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 93, "offset": 0, "std": 4.89905 } }, "second_band": { "type": "dema", "factors": { "length": 83, "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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