Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1616516.7398 | 1485702.1598 | 130814.5801 | 15924714.1096 | 13431842.816 | 2492871.2936 |
Total P&L (%) | 1616.5167 | 1485.7022 | 130.8146 | 15924.7141 | 13431.8428 | 2492.8713 |
Avg Daily Profit (%) | 0.8919 | 0.8197 | 0.0722 | 0.2805 | 0.2711 | 0.1798 |
Buy And Hold Return (%) | 637.9337 | 637.9337 | 637.9337 | 637.9337 | 637.9337 | 637.9337 |
Max Trade Drawdown | -102915 | -126252 | -54867 | -5580091 | -5270755 | -2995398 |
Profit Factor | 4.958 | 7.5801 | 1.7163 | 1.7082 | 2.2043 | 1.22 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 42.1053 | 37.931 | 46.4286 | 42.1053 | 37.931 | 46.4286 |
Ratio Avg Win / Avg Loss | 6.8172 | 12.4037 | 1.9803 | 2.3488 | 3.607 | 1.4076 |
Largest Winning Trade | 696709 | 696709 | 69471 | 6199087 | 6199087 | 4750436 |
Largest Losing Trade | -29414 | -26404 | -29414 | -2653822 | -2653822 | -2050097 |
Avg Bars in Trades | 61 | 65 | 56 | 61 | 65 | 56 |
Avg Bars in Winners | 91 | 107 | 77 | 91 | 107 | 77 |
Avg Bars in Losers | 39 | 39 | 37 | 39 | 39 | 37 |
Bars Traded | 3481 | 1900 | 1581 | 3481 | 1900 | 1581 |
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 | -165085 | 441602 | -281543 | -170607 | 291298 | -17288 |
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{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 14, "offset": 0, "std": 4.75509 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 103, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 14, "offset": 0, "std": 4.75509 } } }
# | 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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