Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1107733.4898 | 1051553.8223 | 56179.6675 | 1729280.2637 | 1154263.7216 | 575016.5421 |
Total P&L (%) | 1107.7335 | 1051.5538 | 56.1797 | 1729.2803 | 1154.2637 | 575.0165 |
Avg Daily Profit (%) | 0.606 | 0.5752 | 0.0307 | 0.1591 | 0.1385 | 0.1045 |
Buy And Hold Return (%) | 651.9082 | 651.9082 | 651.9082 | 651.9082 | 651.9082 | 651.9082 |
Max Trade Drawdown | -73842 | -83780 | -29974 | -2253846 | -2161611 | -716504 |
Profit Factor | 3.6666 | 4.4711 | 1.4996 | 1.2243 | 1.1889 | 1.3596 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 33 | 19 | 14 | 33 | 19 | 14 |
Profitability (%) | 56 | 48.6486 | 63.1579 | 56 | 48.6486 | 63.1579 |
Ratio Avg Win / Avg Loss | 2.8809 | 4.7195 | 0.8747 | 0.9619 | 1.2549 | 0.7931 |
Largest Winning Trade | 598093 | 598093 | 21896 | 2813536 | 2813536 | 236595 |
Largest Losing Trade | -63861 | -63861 | -23096 | -1608658 | -1608658 | -304491 |
Avg Bars in Trades | 67 | 131 | 5 | 67 | 131 | 5 |
Avg Bars in Winners | 62 | 136 | 6 | 62 | 136 | 6 |
Avg Bars in Losers | 75 | 127 | 4 | 75 | 127 | 4 |
Bars Traded | 5095 | 4880 | 215 | 5095 | 4880 | 215 |
Profit Streak | 0 | 77.6921 | 0 | 0 | 77.6921 | 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 | -50791 | 331966 | -315973 | -57999 | -28955 | -218033 |
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{ "first_band": { "type": "bbl", "factors": { "length": 14, "offset": 0, "std": 2.80099 } }, "second_band": { "type": "dema", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 14, "offset": 0, "std": 2.80099 } }, "second_band": { "type": "dema", "factors": { "length": 66, "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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