Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1600719.9453 | 1584790.5103 | 15929.435 | 606221.2709 | -1267929.369 | 1874150.6399 |
Total P&L (%) | 1600.7199 | 1584.7905 | 15.9294 | 606.2213 | -1267.9294 | 1874.1506 |
Avg Daily Profit (%) | 0.8945 | 0.8856 | 0.0089 | 0.1093 | 0 | 0.1668 |
Buy And Hold Return (%) | 326.8793 | 326.8793 | 326.8793 | 326.8793 | 326.8793 | 326.8793 |
Max Trade Drawdown | -113138 | -124656 | -152709 | -1823007 | -2657684 | -782351 |
Profit Factor | 2.6298 | 4.2157 | 1.0326 | 1.058 | 0.7794 | 1.3982 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 62 | 28 | 34 | 62 | 28 | 34 |
Losing Trades | 145 | 76 | 69 | 145 | 76 | 69 |
Profitability (%) | 29.9517 | 26.9231 | 33.0097 | 29.9517 | 26.9231 | 33.0097 |
Ratio Avg Win / Avg Loss | 6.1504 | 11.4426 | 2.0955 | 2.4743 | 2.1155 | 2.8376 |
Largest Winning Trade | 1348120 | 1348120 | 54534 | 892556 | 836039 | 892556 |
Largest Losing Trade | -33495 | -33495 | -29673 | -508278 | -508278 | -481879 |
Avg Bars in Trades | 102 | 86 | 118 | 102 | 86 | 118 |
Avg Bars in Winners | 244 | 213 | 269 | 244 | 213 | 269 |
Avg Bars in Losers | 41 | 39 | 44 | 41 | 39 | 44 |
Bars Traded | 21238 | 8994 | 12244 | 21238 | 8994 | 12244 |
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 | 357539 | -2624 | -537208 | -217060 | -599616 | 65444 |
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{ "first_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 2.96736 } }, "second_band": { "type": "dema", "factors": { "length": 123, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 2.96736 } }, "second_band": { "type": "dema", "factors": { "length": 123, "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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