Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1338521.0809 | 1389306.014 | -50784.9331 | 119761.9783 | -161589.8161 | 281351.7945 |
Total P&L (%) | 1338.5211 | 1389.306 | -50.7849 | 119.762 | -161.5898 | 281.3518 |
Avg Daily Profit (%) | 0.7441 | 0.7724 | -0.0282 | 0.0438 | 0 | 0.0744 |
Buy And Hold Return (%) | 367.4116 | 367.4116 | 367.4116 | 367.4116 | 367.4116 | 367.4116 |
Max Trade Drawdown | -89767 | -132533 | -186760 | -283349 | -660794 | -174823 |
Profit Factor | 2.5784 | 4.5186 | 0.8879 | 1.0549 | 0.8726 | 1.3082 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 44 | 18 | 26 | 44 | 18 | 26 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 34.9206 | 28.5714 | 41.2698 | 34.9206 | 28.5714 | 41.2698 |
Ratio Avg Win / Avg Loss | 4.8053 | 11.2965 | 1.2636 | 1.966 | 2.1815 | 1.8616 |
Largest Winning Trade | 1251737 | 1251737 | 52851 | 257728 | 257728 | 172966 |
Largest Losing Trade | -55139 | -29400 | -55139 | -100818 | -100818 | -72406 |
Avg Bars in Trades | 56 | 49 | 63 | 56 | 49 | 63 |
Avg Bars in Winners | 110 | 106 | 113 | 110 | 106 | 113 |
Avg Bars in Losers | 27 | 26 | 28 | 27 | 26 | 28 |
Bars Traded | 7103 | 3117 | 3986 | 7103 | 3117 | 3986 |
Profit Streak | 0 | 0 | 32.7856 | 0 | 0 | 32.7856 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343278 | -143077 | -728923 | -464755 | -739032 | -407894 |
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{ "first_band": { "type": "bbm", "factors": { "length": 198, "offset": 0, "std": 2.36119 } }, "second_band": { "type": "dema", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 198, "offset": 0, "std": 2.36119 } }, "second_band": { "type": "dema", "factors": { "length": 21, "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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