Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1514766.3922 | 1338230.2823 | 176536.11 | 2298989.2124 | 1735899.9695 | 563089.2429 |
Total P&L (%) | 1514.7664 | 1338.2303 | 176.5361 | 2298.9892 | 1735.9 | 563.0892 |
Avg Daily Profit (%) | 0.6375 | 0.5632 | 0.0743 | 0.1338 | 0.1226 | 0.0797 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143034 | -112960 | -91190 | -24512698 | -16239043 | -15161316 |
Profit Factor | 3.3184 | 4.8238 | 1.5819 | 1.0331 | 1.0482 | 1.0169 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 24 | 10 | 14 | 24 | 10 | 14 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 38.0952 | 31.25 | 45.1613 | 38.0952 | 31.25 | 45.1613 |
Ratio Avg Win / Avg Loss | 5.3923 | 10.6123 | 1.9208 | 1.6788 | 2.3061 | 1.2348 |
Largest Winning Trade | 916682 | 916682 | 67530 | 14978645 | 14978645 | 7355348 |
Largest Losing Trade | -38445 | -34916 | -38445 | -8331840 | -6702291 | -8331840 |
Avg Bars in Trades | 73 | 59 | 87 | 73 | 59 | 87 |
Avg Bars in Winners | 142 | 123 | 156 | 142 | 123 | 156 |
Avg Bars in Losers | 31 | 31 | 31 | 31 | 31 | 31 |
Bars Traded | 4633 | 1917 | 2716 | 4633 | 1917 | 2716 |
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 | -137785 | 413421 | -92743 | -352827 | -202685 | -290082 |
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{ "first_band": { "type": "bbm", "factors": { "length": 67, "offset": 0, "std": 2.0863 } }, "second_band": { "type": "dema", "factors": { "length": 40, "offset": 0 } } }
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# | 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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