Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124635.8191 | 65159.8107 | 59476.0084 | 148083.9848 | 91801.8336 | 56282.1512 |
Total P&L (%) | 124.6358 | 65.1598 | 59.476 | 148.084 | 91.8018 | 56.2822 |
Avg Daily Profit (%) | 0.4786 | 0.2502 | 0.2284 | 0.3495 | 0.2504 | 0.1716 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52917 | -53039 | -31542 | -49522 | -48670 | -37745 |
Profit Factor | 1.3162 | 1.2758 | 1.3768 | 1.304 | 1.3226 | 1.278 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 131 | 64 | 67 | 131 | 64 | 67 |
Losing Trades | 186 | 94 | 92 | 186 | 94 | 92 |
Profitability (%) | 41.3249 | 40.5063 | 42.1384 | 41.3249 | 40.5063 | 42.1384 |
Ratio Avg Win / Avg Loss | 1.8688 | 1.8738 | 1.8906 | 1.8515 | 1.9425 | 1.7548 |
Largest Winning Trade | 40778 | 40778 | 12894 | 36982 | 36982 | 17015 |
Largest Losing Trade | -10973 | -10973 | -7465 | -13320 | -13320 | -8305 |
Avg Bars in Trades | 77 | 109 | 45 | 77 | 109 | 45 |
Avg Bars in Winners | 119 | 172 | 68 | 119 | 172 | 68 |
Avg Bars in Losers | 48 | 66 | 29 | 48 | 66 | 29 |
Bars Traded | 24564 | 17290 | 7274 | 24564 | 17290 | 7274 |
Profit Streak | 7.2431 | 7.2431 | 7.3889 | 7.2431 | 7.2431 | 7.3889 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351048 | 167064 | 208643 | 308645 | 189039 | 161758 |
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{ "first_band": { "type": "dema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 1.5526 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 241, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 1.5526 } } }
# | 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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