Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1218440.0015 | 1198803.9859 | 19636.0156 | 193230.6633 | 209267.9413 | -16037.278 |
Total P&L (%) | 1218.44 | 1198.804 | 19.636 | 193.2307 | 209.2679 | -16.0373 |
Avg Daily Profit (%) | 0.6554 | 0.6449 | 0.0106 | 0.0579 | 0.0608 | -0.0094 |
Buy And Hold Return (%) | 26.9012 | 26.9012 | 26.9012 | 26.9012 | 26.9012 | 26.9012 |
Max Trade Drawdown | -180946 | -172394 | -33251 | -1793087 | -1895787 | -300893 |
Profit Factor | 4.0089 | 4.5971 | 1.274 | 1.0588 | 1.0766 | 0.9713 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 53.5354 | 46.9388 | 60 | 53.5354 | 46.9388 | 60 |
Ratio Avg Win / Avg Loss | 3.4795 | 5.1967 | 0.8493 | 0.9189 | 1.2171 | 0.6475 |
Largest Winning Trade | 1278060 | 1278060 | 7313 | 1346578 | 1346578 | 106184 |
Largest Losing Trade | -51528 | -51528 | -17449 | -1018872 | -1018872 | -207661 |
Avg Bars in Trades | 105 | 205 | 6 | 105 | 205 | 6 |
Avg Bars in Winners | 108 | 241 | 6 | 108 | 241 | 6 |
Avg Bars in Losers | 100 | 173 | 6 | 100 | 173 | 6 |
Bars Traded | 10404 | 10066 | 338 | 10404 | 10066 | 338 |
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 | 709934 | 656829 | -524723 | -272470 | -249123 | -759259 |
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{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 4.56894 } }, "second_band": { "type": "dema", "factors": { "length": 108, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 16, "offset": 0, "std": 4.56894 } }, "second_band": { "type": "dema", "factors": { "length": 108, "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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