Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1117008.94 | 1110393.862 | 6615.078 | 14002147.6229 | 17782195.5202 | -3780047.8974 |
Total P&L (%) | 1117.0089 | 1110.3939 | 6.6151 | 14002.1476 | 17782.1955 | -3780.0479 |
Avg Daily Profit (%) | 0.5985 | 0.5949 | 0.0035 | 0.2655 | 0.2783 | 0 |
Buy And Hold Return (%) | 10666.129 | 10666.129 | 10666.129 | 10666.129 | 10666.129 | 10666.129 |
Max Trade Drawdown | -60326 | -70635 | -88428 | -4376384 | -2582900 | -7973444 |
Profit Factor | 3.9576 | 8.3534 | 1.0292 | 1.6991 | 3.4585 | 0.7046 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 35 | 22 | 13 | 35 | 22 | 13 |
Losing Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Profitability (%) | 47.2973 | 59.4595 | 35.1351 | 47.2973 | 59.4595 | 35.1351 |
Ratio Avg Win / Avg Loss | 4.4099 | 5.6955 | 1.9 | 1.8933 | 2.3581 | 1.3008 |
Largest Winning Trade | 386808 | 386808 | 61222 | 9469800 | 9469800 | 3565048 |
Largest Losing Trade | -46296 | -46296 | -36008 | -2279471 | -1799850 | -2279471 |
Avg Bars in Trades | 45 | 44 | 47 | 45 | 44 | 47 |
Avg Bars in Winners | 57 | 54 | 63 | 57 | 54 | 63 |
Avg Bars in Losers | 34 | 29 | 37 | 34 | 29 | 37 |
Bars Traded | 3382 | 1640 | 1742 | 3382 | 1640 | 1742 |
Profit Streak | 40.9762 | 111.9762 | 40.9762 | 40.9762 | 111.9762 | 40.9762 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -215627 | -143251 | -545960 | -124978 | 316744 | -583899 |
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{ "first_band": { "type": "dema", "factors": { "length": 229, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 9, "offset": 0, "std": 1.73985 } } }
# | 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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