Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 892722.4053 | 807014.8567 | 85707.5487 | 3204873.2842 | 1838446.5744 | 1366426.7098 |
Total P&L (%) | 892.7224 | 807.0149 | 85.7075 | 3204.8733 | 1838.4466 | 1366.4267 |
Avg Daily Profit (%) | 0.4814 | 0.4352 | 0.0462 | 0.1888 | 0.16 | 0.1449 |
Buy And Hold Return (%) | 107.3464 | 107.3464 | 107.3464 | 107.3464 | 107.3464 | 107.3464 |
Max Trade Drawdown | -125901 | -74697 | -85883 | -7707377 | -3964130 | -4933796 |
Profit Factor | 2.3316 | 3.6621 | 1.2334 | 1.2165 | 1.2634 | 1.1746 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Profitability (%) | 36.4486 | 38.8889 | 33.9623 | 36.4486 | 38.8889 | 33.9623 |
Ratio Avg Win / Avg Loss | 4.0654 | 5.7547 | 2.3982 | 2.121 | 1.9853 | 2.284 |
Largest Winning Trade | 406019 | 406019 | 74275 | 2439309 | 1986971 | 2439309 |
Largest Losing Trade | -35529 | -18908 | -35529 | -1476562 | -1080094 | -1476562 |
Avg Bars in Trades | 33 | 32 | 35 | 33 | 32 | 35 |
Avg Bars in Winners | 69 | 62 | 77 | 69 | 62 | 77 |
Avg Bars in Losers | 13 | 13 | 13 | 13 | 13 | 13 |
Bars Traded | 3617 | 1747 | 1869 | 3617 | 1747 | 1869 |
Profit Streak | 0 | 0 | 50.5291 | 0 | 0 | 50.5291 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356307 | -167514 | -482180 | 131077 | -175709 | -212512 |
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{ "first_band": { "type": "bbm", "factors": { "length": 168, "offset": 0, "std": 4.24973 } }, "second_band": { "type": "dema", "factors": { "length": 12, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 168, "offset": 0, "std": 4.24973 } }, "second_band": { "type": "dema", "factors": { "length": 12, "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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