Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343578.3663 | 264165.7879 | 79412.5784 | 559132.9145 | 331101.9482 | 228030.9663 |
Total P&L (%) | 343.5784 | 264.1658 | 79.4126 | 559.1329 | 331.1019 | 228.031 |
Avg Daily Profit (%) | 0.6597 | 0.5072 | 0.1525 | 0.3627 | 0.2809 | 0.2283 |
Buy And Hold Return (%) | 21.3329 | 21.3329 | 21.3329 | 21.3329 | 21.3329 | 21.3329 |
Max Trade Drawdown | -42400 | -38279 | -23684 | -214506 | -128545 | -113781 |
Profit Factor | 2.3545 | 3.0044 | 1.6516 | 1.7172 | 1.8166 | 1.6094 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 54 | 27 | 27 | 54 | 27 | 27 |
Losing Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Profitability (%) | 40 | 40.2985 | 39.7059 | 40 | 40.2985 | 39.7059 |
Ratio Avg Win / Avg Loss | 3.5317 | 4.4509 | 2.508 | 2.5758 | 2.6912 | 2.444 |
Largest Winning Trade | 251087 | 251087 | 22729 | 218704 | 218704 | 61634 |
Largest Losing Trade | -11632 | -11632 | -10737 | -84330 | -43533 | -84330 |
Avg Bars in Trades | 182 | 169 | 195 | 182 | 169 | 195 |
Avg Bars in Winners | 335 | 305 | 366 | 335 | 305 | 366 |
Avg Bars in Losers | 80 | 77 | 82 | 80 | 77 | 82 |
Bars Traded | 24624 | 11330 | 13294 | 24624 | 11330 | 13294 |
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 | 429627 | -105314 | -106156 | 308983 | -109540 | -103120 |
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{ "first_band": { "type": "bbm", "factors": { "length": 190, "offset": 0, "std": 2.12865 } }, "second_band": { "type": "dema", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 190, "offset": 0, "std": 2.12865 } }, "second_band": { "type": "dema", "factors": { "length": 240, "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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