Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6006426.7462 | 6192866.1191 | -186439.3729 | -65618.5064 | -20081.6996 | -45536.8068 |
Total P&L (%) | 6006.4267 | 6192.8661 | -186.4394 | -65.6185 | -20.0817 | -45.5368 |
Avg Daily Profit (%) | 3.0598 | 3.1548 | -0.095 | -0.0544 | -0.0114 | -0.031 |
Buy And Hold Return (%) | 1617.5192 | 1617.5192 | 1617.5192 | 1617.5192 | 1617.5192 | 1617.5192 |
Max Trade Drawdown | -341306 | -131366 | -233617 | -68600 | -33141 | -44711 |
Profit Factor | 9.1801 | 17.9274 | 0.494 | 0.7023 | 0.8417 | 0.5132 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 29.1139 | 32.5 | 25.641 | 29.1139 | 32.5 | 25.641 |
Ratio Avg Win / Avg Loss | 22.3514 | 37.2339 | 1.4325 | 1.71 | 1.7482 | 1.4883 |
Largest Winning Trade | 6370978 | 6370978 | 53601 | 56520 | 56520 | 14438 |
Largest Losing Trade | -58317 | -58317 | -57458 | -30512 | -30512 | -16708 |
Avg Bars in Trades | 146 | 140 | 152 | 146 | 140 | 152 |
Avg Bars in Winners | 324 | 292 | 365 | 324 | 292 | 365 |
Avg Bars in Losers | 73 | 67 | 79 | 73 | 67 | 79 |
Bars Traded | 11560 | 5616 | 5944 | 11560 | 5616 | 5944 |
Profit Streak | 0 | 0 | 612.5719 | 0 | 0 | 612.5719 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -21781 | 525109 | -605497 | -620960 | -584777 | -605497 |
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{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 0, "std": 4.94517 } }, "second_band": { "type": "dema", "factors": { "length": 157, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 0, "std": 4.94517 } }, "second_band": { "type": "dema", "factors": { "length": 157, "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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