Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 175283.1626 | 69934.7073 | 105348.4553 | 307728.0477 | 147977.968 | 159750.0796 |
Total P&L (%) | 175.2832 | 69.9347 | 105.3485 | 307.728 | 147.978 | 159.7501 |
Avg Daily Profit (%) | 0.6731 | 0.2685 | 0.4045 | 0.5411 | 0.3493 | 0.3672 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25801 | -39962 | -22532 | -71522 | -51977 | -61699 |
Profit Factor | 1.5302 | 1.429 | 1.6287 | 1.5298 | 1.5254 | 1.5339 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 94 | 49 | 45 | 94 | 49 | 45 |
Losing Trades | 117 | 57 | 60 | 117 | 57 | 60 |
Profitability (%) | 44.5498 | 46.2264 | 42.8571 | 44.5498 | 46.2264 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.9046 | 1.6623 | 2.1717 | 1.9041 | 1.7745 | 2.0452 |
Largest Winning Trade | 34870 | 34870 | 28665 | 52292 | 52292 | 47781 |
Largest Losing Trade | -9025 | -8972 | -9025 | -25813 | -24923 | -25813 |
Avg Bars in Trades | 116 | 130 | 102 | 116 | 130 | 102 |
Avg Bars in Winners | 175 | 188 | 161 | 175 | 188 | 161 |
Avg Bars in Losers | 68 | 79 | 57 | 68 | 79 | 57 |
Bars Traded | 24534 | 13784 | 10749 | 24534 | 13784 | 10749 |
Profit Streak | 0 | 0 | 0.9994 | 0 | 0 | 0.9994 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426810 | 253829 | 181499 | 386121 | 300065 | 153484 |
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{ "first_band": { "type": "dema", "factors": { "length": 230, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 29, "offset": 0, "std": 2.36611 } } }
# | 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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