Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275898.8468 | 277020.3736 | -1121.5268 | -2934342.7012 | -1298186.1692 | -1636156.532 |
Total P&L (%) | 275.8988 | 277.0204 | -1.1215 | -2934.3427 | -1298.1862 | -1636.1565 |
Avg Daily Profit (%) | 0.1856 | 0.1864 | -0.0008 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -285542 | -113474 | -72521 | -8422093 | -7120853 | -4624257 |
Profit Factor | 1.3006 | 1.7618 | 0.998 | 0.8529 | 0.8741 | 0.8302 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 61 | 28 | 33 | 58 | 32 | 26 |
Losing Trades | 60 | 33 | 27 | 63 | 29 | 34 |
Profitability (%) | 50.4132 | 45.9016 | 55 | 47.9339 | 52.459 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.2793 | 2.0764 | 0.8165 | 0.9264 | 0.7921 | 1.0857 |
Largest Winning Trade | 100654 | 100654 | 63901 | 2240968 | 2240968 | 1956031 |
Largest Losing Trade | -285542 | -33928 | -285542 | -3291520 | -3291520 | -2484740 |
Avg Bars in Trades | 35 | 23 | 47 | 35 | 23 | 47 |
Avg Bars in Winners | 48 | 20 | 72 | 21 | 26 | 16 |
Avg Bars in Losers | 22 | 25 | 17 | 48 | 20 | 71 |
Bars Traded | 4299 | 1433 | 2866 | 4299 | 1433 | 2866 |
Profit Streak | 22.8598 | 22.8598 | 24.8598 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323971 | -151604 | -748766 | -581260 | -741861 | -750884 |
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{ "first_band": { "type": "dema", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 1.5329 } } }
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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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