Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -367439.8299 | 731303.8602 | -1098743.6901 | 187720720.6104 | 107436678.1518 | 80284042.4586 |
Total P&L (%) | -367.4398 | 731.3039 | -1098.7437 | 187720.7206 | 107436.6782 | 80284.0425 |
Avg Daily Profit (%) | -0.1625 | 0.3234 | -0.4859 | 0.3339 | 0.3092 | 0.2963 |
Buy And Hold Return (%) | 11098.0652 | 11098.0652 | 11098.0652 | 11098.0652 | 11098.0652 | 11098.0652 |
Max Trade Drawdown | -1321737 | -60730 | -1279896 | -22656309 | -25382345 | -10965642 |
Profit Factor | 0.7712 | 4.1177 | 0.199 | 2.8932 | 2.5539 | 3.675 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 35 | 17 | 18 | 37 | 18 | 19 |
Losing Trades | 24 | 13 | 11 | 22 | 12 | 10 |
Profitability (%) | 59.322 | 56.6667 | 62.069 | 62.7119 | 60 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.5289 | 3.1489 | 0.1216 | 1.7203 | 1.7026 | 1.9342 |
Largest Winning Trade | 343610 | 343610 | 62778 | 80689309 | 80689309 | 65397432 |
Largest Losing Trade | -845596 | -50292 | -845596 | -19427238 | -19427238 | -10505847 |
Avg Bars in Trades | 146 | 163 | 128 | 146 | 163 | 128 |
Avg Bars in Winners | 168 | 184 | 153 | 167 | 178 | 156 |
Avg Bars in Losers | 114 | 135 | 88 | 111 | 140 | 75 |
Bars Traded | 8641 | 4905 | 3735 | 8641 | 4905 | 3735 |
Profit Streak | 0 | 0 | 63.4853 | 0 | 0 | 63.4853 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -759069 | -148720 | -578709 | -163145 | 543195 | 655181 |
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{ "first_band": { "type": "dema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 69, "offset": 241, "std": 3.0522 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 223, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 69, "offset": 241, "std": 3.0522 } } }
# | 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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