Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152225.8815 | 116426.8574 | 35799.0241 | 188591.1961 | 173306.4128 | 15284.7833 |
Total P&L (%) | 152.2259 | 116.4269 | 35.799 | 188.5912 | 173.3064 | 15.2848 |
Avg Daily Profit (%) | 0.2923 | 0.2235 | 0.0687 | 0.2037 | 0.1932 | 0.0273 |
Buy And Hold Return (%) | 25.2857 | 25.2857 | 25.2857 | 25.2857 | 25.2857 | 25.2857 |
Max Trade Drawdown | -50034 | -58581 | -41093 | -185147 | -232654 | -149357 |
Profit Factor | 1.4256 | 1.7003 | 1.187 | 1.1795 | 1.3388 | 1.0284 |
Total Trades | 184 | 92 | 92 | 184 | 92 | 92 |
Winning Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Losing Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Profitability (%) | 49.4565 | 50 | 48.913 | 49.4565 | 50 | 48.913 |
Ratio Avg Win / Avg Loss | 1.4569 | 1.7003 | 1.2397 | 1.2054 | 1.3388 | 1.0741 |
Largest Winning Trade | 34310 | 34310 | 27365 | 110407 | 110407 | 40464 |
Largest Losing Trade | -20929 | -18146 | -20929 | -73657 | -73657 | -61470 |
Avg Bars in Trades | 133 | 132 | 134 | 133 | 132 | 134 |
Avg Bars in Winners | 163 | 159 | 167 | 163 | 159 | 167 |
Avg Bars in Losers | 103 | 105 | 102 | 103 | 105 | 102 |
Bars Traded | 24534 | 12177 | 12358 | 24534 | 12177 | 12358 |
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 | 316483 | 305351 | -153724 | -15234 | 248743 | -512805 |
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{ "first_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 3.00573 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 3.00573 } } }
# | 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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