Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174012.3419 | 97745.7421 | 76266.5999 | 320124.6285 | 225155.8803 | 94968.7482 |
Total P&L (%) | 174.0123 | 97.7457 | 76.2666 | 320.1246 | 225.1559 | 94.9687 |
Avg Daily Profit (%) | 0.6682 | 0.3753 | 0.2929 | 0.5527 | 0.4538 | 0.2567 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35981 | -37087 | -29560 | -99270 | -66277 | -61707 |
Profit Factor | 1.602 | 1.6502 | 1.5497 | 1.5288 | 1.7349 | 1.3176 |
Total Trades | 223 | 112 | 111 | 223 | 112 | 111 |
Winning Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Losing Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Profitability (%) | 34.5291 | 33.9286 | 35.1351 | 34.5291 | 33.9286 | 35.1351 |
Ratio Avg Win / Avg Loss | 3.0375 | 3.2136 | 2.861 | 2.8987 | 3.3785 | 2.4325 |
Largest Winning Trade | 31715 | 31715 | 18052 | 66740 | 66740 | 34275 |
Largest Losing Trade | -6994 | -5422 | -6994 | -23134 | -17791 | -23134 |
Avg Bars in Trades | 111 | 111 | 110 | 111 | 111 | 110 |
Avg Bars in Winners | 213 | 219 | 208 | 213 | 219 | 208 |
Avg Bars in Losers | 56 | 56 | 56 | 56 | 56 | 56 |
Bars Traded | 24765 | 12527 | 12238 | 24765 | 12527 | 12238 |
Profit Streak | 4.843 | 9.0305 | 0 | 4.843 | 9.0305 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323262 | 196504 | 133218 | 271918 | 226533 | 71029 |
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{ "first_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 4.6031 } }, "second_band": { "type": "dema", "factors": { "length": 68, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 4.6031 } }, "second_band": { "type": "dema", "factors": { "length": 68, "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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