Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1151166.5377 | 1094141.6608 | 57024.8769 | 3273657.424 | 3058423.3507 | 215234.0733 |
Total P&L (%) | 1151.1665 | 1094.1417 | 57.0249 | 3273.6574 | 3058.4234 | 215.2341 |
Avg Daily Profit (%) | 0.6343 | 0.6029 | 0.0314 | 0.1941 | 0.1904 | 0.0633 |
Buy And Hold Return (%) | 618.9335 | 618.9335 | 618.9335 | 618.9335 | 618.9335 | 618.9335 |
Max Trade Drawdown | -96104 | -80952 | -58250 | -4469951 | -3241340 | -1905810 |
Profit Factor | 3.6262 | 5.8758 | 1.2665 | 1.3431 | 1.5542 | 1.0535 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 40.678 | 41.3793 | 40 | 40.678 | 41.3793 | 40 |
Ratio Avg Win / Avg Loss | 5.2882 | 8.3241 | 1.8998 | 1.9587 | 2.2018 | 1.5803 |
Largest Winning Trade | 555449 | 555449 | 71294 | 3440040 | 3440040 | 1342935 |
Largest Losing Trade | -31579 | -29139 | -31579 | -1349317 | -1349317 | -771044 |
Avg Bars in Trades | 177 | 160 | 194 | 177 | 160 | 194 |
Avg Bars in Winners | 303 | 266 | 340 | 303 | 266 | 340 |
Avg Bars in Losers | 91 | 85 | 97 | 91 | 85 | 97 |
Bars Traded | 10486 | 4647 | 5839 | 10486 | 4647 | 5839 |
Profit Streak | 0 | 161.7424 | 0 | 0 | 161.7424 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -172688 | 325425 | -319633 | -175097 | 247578 | -438695 |
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{ "first_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 3.92011 } }, "second_band": { "type": "dema", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 3.92011 } }, "second_band": { "type": "dema", "factors": { "length": 116, "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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