Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413810.2601 | 1377932.2036 | 35878.0565 | 1218195.5119 | 891246.0707 | 326949.4411 |
Total P&L (%) | 1413.8103 | 1377.9322 | 35.8781 | 1218.1955 | 891.2461 | 326.9494 |
Avg Daily Profit (%) | 0.7751 | 0.7554 | 0.0197 | 0.1415 | 0.1258 | 0.0796 |
Buy And Hold Return (%) | 722.9002 | 722.9002 | 722.9002 | 722.9002 | 722.9002 | 722.9002 |
Max Trade Drawdown | -140230 | -164767 | -35803 | -3517489 | -3927959 | -943789 |
Profit Factor | 2.4481 | 3.2877 | 1.0959 | 1.0645 | 1.0766 | 1.0452 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 120 | 48 | 72 | 120 | 48 | 72 |
Losing Trades | 173 | 98 | 75 | 173 | 98 | 75 |
Profitability (%) | 40.9556 | 32.8767 | 48.9796 | 40.9556 | 32.8767 | 48.9796 |
Ratio Avg Win / Avg Loss | 3.5294 | 6.7123 | 1.1416 | 1.5347 | 2.198 | 1.0888 |
Largest Winning Trade | 941363 | 941363 | 22655 | 2667264 | 2667264 | 535340 |
Largest Losing Trade | -28911 | -28911 | -16365 | -747129 | -747129 | -578671 |
Avg Bars in Trades | 24 | 39 | 8 | 24 | 39 | 8 |
Avg Bars in Winners | 33 | 68 | 9 | 33 | 68 | 9 |
Avg Bars in Losers | 17 | 25 | 7 | 17 | 25 | 7 |
Bars Traded | 7065 | 5783 | 1282 | 7065 | 5783 | 1282 |
Profit Streak | 43.7557 | 44.2557 | 43.7557 | 43.7557 | 44.2557 | 43.7557 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 349729 | 190197 | -447081 | -161864 | -259417 | -422954 |
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{ "first_band": { "type": "dema", "factors": { "length": 144, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 6, "offset": 0, "std": 4.8272 } } }
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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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