Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 501301.7765 | 316945.3374 | 184356.4391 | 688697.644 | -478684.3274 | 1167381.9714 |
Total P&L (%) | 501.3018 | 316.9453 | 184.3564 | 688.6976 | -478.6843 | 1167.382 |
Avg Daily Profit (%) | 0.276 | 0.1745 | 0.1015 | 0.1138 | 0 | 0.1399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138815 | -86272 | -86136 | -4642893 | -2921699 | -2086945 |
Profit Factor | 1.9141 | 2.0781 | 1.7246 | 1.0675 | 0.9157 | 1.2584 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 35.8974 | 25.8621 | 45.7627 | 35.8974 | 25.8621 | 45.7627 |
Ratio Avg Win / Avg Loss | 3.418 | 5.9571 | 2.0439 | 1.9063 | 2.625 | 1.4914 |
Largest Winning Trade | 271111 | 271111 | 69331 | 1229828 | 1229828 | 1062476 |
Largest Losing Trade | -23831 | -16928 | -23831 | -776061 | -591363 | -776061 |
Avg Bars in Trades | 184 | 128 | 239 | 184 | 128 | 239 |
Avg Bars in Winners | 367 | 289 | 411 | 367 | 289 | 411 |
Avg Bars in Losers | 81 | 71 | 93 | 81 | 71 | 93 |
Bars Traded | 21533 | 7431 | 14102 | 21533 | 7431 | 14102 |
Profit Streak | 51.0719 | 51.0719 | 136.8219 | 51.0719 | 51.0719 | 136.8219 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308222 | -194430 | -231143 | -189576 | -783784 | -182943 |
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{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 1.05564 } }, "second_band": { "type": "dema", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 1.05564 } }, "second_band": { "type": "dema", "factors": { "length": 179, "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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