Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94328.2428 | 75387.4315 | 18940.8113 | 70890.8428 | 87461.7783 | -16570.9355 |
Total P&L (%) | 94.3282 | 75.3874 | 18.9408 | 70.8908 | 87.4618 | -16.5709 |
Avg Daily Profit (%) | 0.3622 | 0.2895 | 0.0727 | 0.206 | 0.2416 | -0.0695 |
Buy And Hold Return (%) | 17.2232 | 17.2232 | 17.2232 | 17.2232 | 17.2232 | 17.2232 |
Max Trade Drawdown | -51409 | -21136 | -72164 | -106792 | -47181 | -152722 |
Profit Factor | 1.233 | 1.4107 | 1.0856 | 1.0932 | 1.2533 | 0.9601 |
Total Trades | 260 | 130 | 130 | 260 | 130 | 130 |
Winning Trades | 183 | 94 | 89 | 183 | 94 | 89 |
Losing Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Profitability (%) | 70.3846 | 72.3077 | 68.4615 | 70.3846 | 72.3077 | 68.4615 |
Ratio Avg Win / Avg Loss | 0.5188 | 0.5403 | 0.5001 | 0.46 | 0.48 | 0.4423 |
Largest Winning Trade | 9618 | 9618 | 9363 | 15729 | 15729 | 13768 |
Largest Losing Trade | -41228 | -18504 | -41228 | -84100 | -34880 | -84100 |
Avg Bars in Trades | 95 | 93 | 97 | 95 | 93 | 97 |
Avg Bars in Winners | 52 | 52 | 52 | 52 | 52 | 52 |
Avg Bars in Losers | 196 | 199 | 194 | 196 | 199 | 194 |
Bars Traded | 24762 | 12110 | 12652 | 24762 | 12110 | 12652 |
Profit Streak | 0 | 4.2759 | 0 | 0 | 4.2759 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309854 | 249000 | -357822 | -111508 | 221437 | -579989 |
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{ "first_band": { "type": "dema", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 94, "offset": 0, "std": 1.38519 } } }
# | 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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