Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1439000.3511 | 1325844.5906 | 113155.7605 | 12156984.2852 | 9252818.1831 | 2904166.1021 |
Total P&L (%) | 1439.0004 | 1325.8446 | 113.1558 | 12156.9843 | 9252.8182 | 2904.1661 |
Avg Daily Profit (%) | 0.7879 | 0.726 | 0.062 | 0.2636 | 0.2488 | 0.1865 |
Buy And Hold Return (%) | 652.63 | 652.63 | 652.63 | 652.63 | 652.63 | 652.63 |
Max Trade Drawdown | -79222 | -49258 | -66263 | -9805282 | -7660722 | -7239157 |
Profit Factor | 3.2708 | 5.7668 | 1.3182 | 1.3042 | 1.5042 | 1.1344 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 88 | 46 | 42 | 88 | 46 | 42 |
Profitability (%) | 35.2941 | 32.3529 | 38.2353 | 35.2941 | 32.3529 | 38.2353 |
Ratio Avg Win / Avg Loss | 5.9964 | 12.0578 | 2.1295 | 2.391 | 3.1452 | 1.8324 |
Largest Winning Trade | 761946 | 761946 | 75836 | 7678052 | 7678052 | 4006864 |
Largest Losing Trade | -30457 | -19555 | -30457 | -3898565 | -2082561 | -3898565 |
Avg Bars in Trades | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Winners | 79 | 76 | 82 | 79 | 76 | 82 |
Avg Bars in Losers | 17 | 17 | 17 | 17 | 17 | 17 |
Bars Traded | 5366 | 2494 | 2872 | 5366 | 2494 | 2872 |
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 | 303619 | -102109 | -388700 | 159967 | -105422 | -179557 |
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{ "first_band": { "type": "bbm", "factors": { "length": 155, "offset": 0, "std": 1.41359 } }, "second_band": { "type": "dema", "factors": { "length": 9, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 155, "offset": 0, "std": 1.41359 } }, "second_band": { "type": "dema", "factors": { "length": 9, "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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