Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 44267.8404 | -12758.2226 | 57026.063 | 39968.9191 | -17067.9656 | 57036.8847 |
Total P&L (%) | 44.2678 | -12.7582 | 57.0261 | 39.9689 | -17.068 | 57.0369 |
Avg Daily Profit (%) | 0.17 | -0.049 | 0.219 | 0.1292 | -0.0718 | 0.1735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18873 | -17299 | -17904 | -26809 | -22193 | -24939 |
Profit Factor | 1.3903 | 0.6768 | 1.7713 | 1.2625 | 0.6697 | 1.5669 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 53.0612 | 51.0204 | 55.102 | 53.0612 | 51.0204 | 55.102 |
Ratio Avg Win / Avg Loss | 1.2299 | 0.6498 | 1.4433 | 1.1168 | 0.6429 | 1.2768 |
Largest Winning Trade | 28243 | 3384 | 28243 | 30064 | 4872 | 30064 |
Largest Losing Trade | -10741 | -4437 | -10741 | -15969 | -6058 | -15969 |
Avg Bars in Trades | 247 | 17 | 477 | 247 | 17 | 477 |
Avg Bars in Winners | 247 | 17 | 460 | 247 | 17 | 460 |
Avg Bars in Losers | 247 | 18 | 497 | 247 | 18 | 497 |
Bars Traded | 24254 | 878 | 23376 | 24254 | 878 | 23376 |
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 | 195118 | -581111 | 307021 | -23645 | -581389 | 273858 |
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{ "first_band": { "type": "dema", "factors": { "length": 243, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 243, "offset": 0, "std": 3.79386 } } }
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# | 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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