Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1540408.3036 | 1497982.3075 | 42425.9961 | 1493625.4634 | 1029772.2499 | 463853.2135 |
Total P&L (%) | 1540.4083 | 1497.9823 | 42.426 | 1493.6255 | 1029.7723 | 463.8532 |
Avg Daily Profit (%) | 0.8449 | 0.8216 | 0.0233 | 0.152 | 0.1331 | 0.0949 |
Buy And Hold Return (%) | 854.1554 | 854.1554 | 854.1554 | 854.1554 | 854.1554 | 854.1554 |
Max Trade Drawdown | -113968 | -125014 | -50107 | -2033889 | -1930520 | -453050 |
Profit Factor | 3.3876 | 4.4975 | 1.1956 | 1.2043 | 1.1878 | 1.2539 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 49.6 | 46.7742 | 52.381 | 49.6 | 46.7742 | 52.381 |
Ratio Avg Win / Avg Loss | 3.4422 | 5.1179 | 1.0869 | 1.2237 | 1.3516 | 1.1399 |
Largest Winning Trade | 714151 | 714151 | 44140 | 1751655 | 1751655 | 405582 |
Largest Losing Trade | -60416 | -60416 | -29171 | -1173589 | -1173589 | -264143 |
Avg Bars in Trades | 163 | 284 | 44 | 163 | 284 | 44 |
Avg Bars in Winners | 210 | 394 | 49 | 210 | 394 | 49 |
Avg Bars in Losers | 117 | 187 | 40 | 117 | 187 | 40 |
Bars Traded | 20448 | 17617 | 2831 | 20448 | 17617 | 2831 |
Profit Streak | 0 | 74.9361 | 0 | 0 | 74.9361 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419744 | -142796 | -479268 | -1262 | -285577 | -378601 |
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{ "first_band": { "type": "bbl", "factors": { "length": 56, "offset": 0, "std": 1.20738 } }, "second_band": { "type": "dema", "factors": { "length": 177, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 56, "offset": 0, "std": 1.20738 } }, "second_band": { "type": "dema", "factors": { "length": 177, "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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