Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 355504.0719 | 331029.6974 | 24474.3745 | 169670.8185 | 399828.2164 | -230157.3979 |
Total P&L (%) | 355.5041 | 331.0297 | 24.4744 | 169.6708 | 399.8282 | -230.1574 |
Avg Daily Profit (%) | 0.1987 | 0.185 | 0.0137 | 0.0555 | 0.09 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89610 | -27944 | -104068 | -385422 | -86301 | -303068 |
Profit Factor | 1.6081 | 3.8466 | 1.0523 | 1.1262 | 2.6212 | 0.7904 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Losing Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Profitability (%) | 48.6486 | 59.4595 | 37.8378 | 48.6486 | 59.4595 | 37.8378 |
Ratio Avg Win / Avg Loss | 1.6974 | 2.6227 | 1.7287 | 1.1888 | 1.7872 | 1.2985 |
Largest Winning Trade | 87319 | 87319 | 78547 | 174005 | 101774 | 174005 |
Largest Losing Trade | -54194 | -14888 | -54194 | -178054 | -41628 | -178054 |
Avg Bars in Trades | 141 | 55 | 226 | 141 | 55 | 226 |
Avg Bars in Winners | 227 | 73 | 469 | 227 | 73 | 469 |
Avg Bars in Losers | 59 | 29 | 78 | 59 | 29 | 78 |
Bars Traded | 10448 | 2055 | 8393 | 10448 | 2055 | 8393 |
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 | -58649 | 564253 | -345132 | -269879 | -66618 | -583835 |
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{ "first_band": { "type": "bbu", "factors": { "length": 192, "offset": 0, "std": 1.40117 } }, "second_band": { "type": "dema", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 192, "offset": 0, "std": 1.40117 } }, "second_band": { "type": "dema", "factors": { "length": 44, "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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