Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52188.9487 | 29859.06 | 22329.8887 | 50456.3297 | 34265.7894 | 16190.5403 |
Total P&L (%) | 52.1889 | 29.8591 | 22.3299 | 50.4563 | 34.2658 | 16.1905 |
Avg Daily Profit (%) | 0.3757 | 0.215 | 0.1608 | 0.2945 | 0.2123 | 0.1081 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20875 | -26966 | -24982 | -29649 | -29541 | -37600 |
Profit Factor | 1.4013 | 1.4146 | 1.3848 | 1.3274 | 1.4405 | 1.2121 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 60 | 33 | 27 | 60 | 33 | 27 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 61.8557 | 67.3469 | 56.25 | 61.8557 | 67.3469 | 56.25 |
Ratio Avg Win / Avg Loss | 0.8641 | 0.6859 | 1.077 | 0.8185 | 0.6984 | 0.9427 |
Largest Winning Trade | 14995 | 14995 | 7611 | 14248 | 14248 | 8735 |
Largest Losing Trade | -18542 | -18542 | -17255 | -25703 | -18472 | -25703 |
Avg Bars in Trades | 133 | 139 | 127 | 133 | 139 | 127 |
Avg Bars in Winners | 82 | 75 | 91 | 82 | 75 | 91 |
Avg Bars in Losers | 216 | 273 | 173 | 216 | 273 | 173 |
Bars Traded | 12949 | 6849 | 6099 | 12949 | 6849 | 6099 |
Profit Streak | 132.1512 | 132.3178 | 132.1512 | 132.1512 | 132.3178 | 132.1512 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300117 | 189581 | 80558 | 254714 | 208582 | -60554 |
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{ "first_band": { "type": "dema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 3.41423 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 224, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 3.41423 } } }
# | 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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