Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1074573.0302 | 936061.2468 | 138511.7834 | 13842935.3445 | 9165737.7245 | 4677197.62 |
Total P&L (%) | 1074.573 | 936.0612 | 138.5118 | 13842.9353 | 9165.7377 | 4677.1976 |
Avg Daily Profit (%) | 0.5904 | 0.5143 | 0.0761 | 0.2716 | 0.2491 | 0.2126 |
Buy And Hold Return (%) | 287.4434 | 287.4434 | 287.4434 | 287.4434 | 287.4434 | 287.4434 |
Max Trade Drawdown | -83734 | -69189 | -50065 | -20758687 | -18553725 | -11053965 |
Profit Factor | 2.9755 | 4.7197 | 1.4739 | 1.211 | 1.2593 | 1.1545 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 78 | 37 | 41 | 78 | 37 | 41 |
Profitability (%) | 40.458 | 43.0769 | 37.8788 | 40.458 | 43.0769 | 37.8788 |
Ratio Avg Win / Avg Loss | 4.379 | 6.2368 | 2.4171 | 1.7822 | 1.6641 | 1.8934 |
Largest Winning Trade | 403258 | 403258 | 73836 | 12769195 | 12769195 | 9311154 |
Largest Losing Trade | -22297 | -17219 | -22297 | -5061812 | -5061812 | -4923151 |
Avg Bars in Trades | 164 | 150 | 177 | 164 | 150 | 177 |
Avg Bars in Winners | 320 | 273 | 372 | 320 | 273 | 372 |
Avg Bars in Losers | 58 | 58 | 58 | 58 | 58 | 58 |
Bars Traded | 21521 | 9801 | 11720 | 21521 | 9801 | 11720 |
Profit Streak | 13.1663 | 0 | 20.833 | 13.1663 | 0 | 20.833 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426424 | -119220 | -383482 | 235574 | -125246 | -169933 |
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{ "first_band": { "type": "bbm", "factors": { "length": 178, "offset": 0, "std": 1.61569 } }, "second_band": { "type": "dema", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 178, "offset": 0, "std": 1.61569 } }, "second_band": { "type": "dema", "factors": { "length": 159, "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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