Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185018.0749 | 83883.1817 | 101134.8932 | 338223.1441 | 193363.1088 | 144860.0354 |
Total P&L (%) | 185.0181 | 83.8832 | 101.1349 | 338.2231 | 193.3631 | 144.86 |
Avg Daily Profit (%) | 0.7105 | 0.3221 | 0.3884 | 0.569 | 0.4141 | 0.3445 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35353 | -31128 | -22122 | -178086 | -133641 | -99736 |
Profit Factor | 1.4323 | 1.3758 | 1.4938 | 1.3284 | 1.3653 | 1.2894 |
Total Trades | 343 | 171 | 172 | 343 | 171 | 172 |
Winning Trades | 124 | 66 | 58 | 124 | 66 | 58 |
Losing Trades | 219 | 105 | 114 | 219 | 105 | 114 |
Profitability (%) | 36.1516 | 38.5965 | 33.7209 | 36.1516 | 38.5965 | 33.7209 |
Ratio Avg Win / Avg Loss | 2.5296 | 2.1888 | 2.9361 | 2.3461 | 2.1721 | 2.5343 |
Largest Winning Trade | 30108 | 24602 | 30108 | 66085 | 66085 | 59493 |
Largest Losing Trade | -10084 | -8333 | -10084 | -55409 | -25652 | -55409 |
Avg Bars in Trades | 72 | 76 | 68 | 72 | 76 | 68 |
Avg Bars in Winners | 132 | 133 | 130 | 132 | 133 | 130 |
Avg Bars in Losers | 37 | 39 | 36 | 37 | 39 | 36 |
Bars Traded | 24717 | 13021 | 11696 | 24717 | 13021 | 11696 |
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 | 323990 | 173990 | 152256 | 257609 | 199991 | 93783 |
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{ "first_band": { "type": "dema", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 15, "offset": 0, "std": 4.48579 } } }
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# | 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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