Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 667568.1696 | 619551.6639 | 48016.5057 | 166132.2066 | -1079271.6313 | 1245403.8379 |
Total P&L (%) | 667.5682 | 619.5517 | 48.0165 | 166.1322 | -1079.2716 | 1245.4038 |
Avg Daily Profit (%) | 0.3459 | 0.3211 | 0.0249 | 0.0507 | 0 | 0.1348 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161514 | -173015 | -16494 | -6685345 | -7025875 | -537562 |
Profit Factor | 2.2771 | 2.3502 | 1.752 | 1.0157 | 0.8872 | 2.2215 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 45 | 27 | 18 | 45 | 27 | 18 |
Profitability (%) | 51.6129 | 42.5532 | 60.8696 | 51.6129 | 42.5532 | 60.8696 |
Ratio Avg Win / Avg Loss | 2.1348 | 3.1727 | 1.1263 | 0.9522 | 1.1977 | 1.4281 |
Largest Winning Trade | 429972 | 429972 | 14685 | 4353170 | 4353170 | 787946 |
Largest Losing Trade | -64484 | -64484 | -9112 | -4400510 | -4400510 | -537562 |
Avg Bars in Trades | 247 | 480 | 9 | 247 | 480 | 9 |
Avg Bars in Winners | 240 | 563 | 10 | 240 | 563 | 10 |
Avg Bars in Losers | 254 | 419 | 7 | 254 | 419 | 7 |
Bars Traded | 23002 | 22583 | 418 | 23002 | 22583 | 418 |
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 | 506776 | 386406 | -157169 | -329632 | -581926 | -7797 |
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{ "first_band": { "type": "dema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 3.82202 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 140, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 23, "offset": 0, "std": 3.82202 } } }
# | 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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