Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -499305.2162 | 422046.9135 | -921352.1297 | 64999712.9432 | 30998317.3256 | 34001395.6175 |
Total P&L (%) | -499.3052 | 422.0469 | -921.3521 | 64999.7129 | 30998.3173 | 34001.3956 |
Avg Daily Profit (%) | -0.2677 | 0.2263 | -0.494 | 0.3479 | 0.3082 | 0.3132 |
Buy And Hold Return (%) | 8403.3494 | 8403.3494 | 8403.3494 | 8403.3494 | 8403.3494 | 8403.3494 |
Max Trade Drawdown | -830732 | -156450 | -1043282 | -6926896 | -6926896 | -1141309 |
Profit Factor | 0.6432 | 2.9031 | 0.2177 | 5.0042 | 3.4567 | 10.4056 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 47 | 23 | 24 | 43 | 21 | 22 |
Losing Trades | 24 | 13 | 11 | 28 | 15 | 13 |
Profitability (%) | 66.1972 | 63.8889 | 68.5714 | 60.5634 | 58.3333 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.3285 | 1.6409 | 0.0998 | 3.2586 | 2.4691 | 6.1487 |
Largest Winning Trade | 111552 | 111552 | 31568 | 10103143 | 10103143 | 8509047 |
Largest Losing Trade | -582771 | -66167 | -582771 | -6926896 | -6926896 | -1141309 |
Avg Bars in Trades | 149 | 137 | 161 | 149 | 137 | 161 |
Avg Bars in Winners | 94 | 94 | 94 | 154 | 141 | 166 |
Avg Bars in Losers | 256 | 214 | 306 | 141 | 132 | 152 |
Bars Traded | 10601 | 4959 | 5642 | 10601 | 4959 | 5642 |
Profit Streak | 0 | 0 | 322.2713 | 0 | 0 | 322.2713 |
Trades During Streak | 0 | 0 | 8 | 0 | 0 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669678 | -150590 | -576932 | -72530 | 509519 | 664451 |
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{ "first_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 86, "offset": 0, "std": 2.28087 } } }
# | 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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