Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1531917.0837 | 1498101.4447 | 33815.6391 | 1339699.7262 | -1060754.5017 | 2400454.2279 |
Total P&L (%) | 1531.9171 | 1498.1014 | 33.8156 | 1339.6997 | -1060.7545 | 2400.4542 |
Avg Daily Profit (%) | 0.8581 | 0.8392 | 0.0189 | 0.1495 | 0 | 0.1805 |
Buy And Hold Return (%) | 283.3609 | 283.3609 | 283.3609 | 283.3609 | 283.3609 | 283.3609 |
Max Trade Drawdown | -84679 | -105762 | -133037 | -1944067 | -2703720 | -1016293 |
Profit Factor | 3.0611 | 5.1877 | 1.0877 | 1.136 | 0.815 | 1.5835 |
Total Trades | 113 | 57 | 56 | 113 | 57 | 56 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 70 | 37 | 33 | 70 | 37 | 33 |
Profitability (%) | 38.0531 | 35.0877 | 41.0714 | 38.0531 | 35.0877 | 41.0714 |
Ratio Avg Win / Avg Loss | 4.9831 | 9.5972 | 1.5606 | 1.8493 | 1.5078 | 2.272 |
Largest Winning Trade | 1228081 | 1228081 | 69830 | 1235875 | 814968 | 1235875 |
Largest Losing Trade | -39118 | -34154 | -39118 | -738545 | -738545 | -634689 |
Avg Bars in Trades | 93 | 78 | 109 | 93 | 78 | 109 |
Avg Bars in Winners | 178 | 159 | 195 | 178 | 159 | 195 |
Avg Bars in Losers | 41 | 35 | 49 | 41 | 35 | 49 |
Bars Traded | 10606 | 4488 | 6118 | 10606 | 4488 | 6118 |
Profit Streak | 20.5881 | 21.2548 | 0 | 20.5881 | 21.2548 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511538 | -165590 | -639786 | -68197 | -763581 | -172729 |
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{ "first_band": { "type": "bbm", "factors": { "length": 220, "offset": 0, "std": 2.27398 } }, "second_band": { "type": "dema", "factors": { "length": 78, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 220, "offset": 0, "std": 2.27398 } }, "second_band": { "type": "dema", "factors": { "length": 78, "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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