Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2635855.9441 | 2721667.5814 | -85811.6373 | -69874.423 | 446154.8747 | -516029.2977 |
Total P&L (%) | 2635.8559 | 2721.6676 | -85.8116 | -69.8744 | 446.1549 | -516.0293 |
Avg Daily Profit (%) | 1.2654 | 1.3066 | -0.0412 | -0.0576 | 0.0815 | 0 |
Buy And Hold Return (%) | 89.1519 | 89.1519 | 89.1519 | 89.1519 | 89.1519 | 89.1519 |
Max Trade Drawdown | -283224 | -262031 | -104712 | -3229391 | -2612352 | -890950 |
Profit Factor | 2.5967 | 3.2319 | 0.8011 | 0.9917 | 1.0685 | 0.7292 |
Total Trades | 441 | 220 | 221 | 441 | 220 | 221 |
Winning Trades | 209 | 100 | 109 | 209 | 100 | 109 |
Losing Trades | 232 | 120 | 112 | 232 | 120 | 112 |
Profitability (%) | 47.3923 | 45.4545 | 49.3213 | 47.3923 | 45.4545 | 49.3213 |
Ratio Avg Win / Avg Loss | 2.8825 | 3.8783 | 0.8231 | 1.1008 | 1.2822 | 0.7493 |
Largest Winning Trade | 2535728 | 2535728 | 22102 | 2420050 | 2420050 | 157926 |
Largest Losing Trade | -61933 | -61933 | -18182 | -1099578 | -1099578 | -276497 |
Avg Bars in Trades | 55 | 102 | 9 | 55 | 102 | 9 |
Avg Bars in Winners | 56 | 106 | 10 | 56 | 106 | 10 |
Avg Bars in Losers | 54 | 98 | 8 | 54 | 98 | 8 |
Bars Traded | 24536 | 22479 | 2057 | 24536 | 22479 | 2057 |
Profit Streak | 4.1931 | 4.1931 | 21.2764 | 4.1931 | 4.1931 | 21.2764 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 744163 | 668568 | -578695 | -576961 | -231806 | -578695 |
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{ "first_band": { "type": "bbl", "factors": { "length": 15, "offset": 0, "std": 2.12129 } }, "second_band": { "type": "dema", "factors": { "length": 71, "offset": 0 } } }
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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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