Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 800152.8889 | 762560.7698 | 37592.1191 | 1578403.6468 | 1654676.0679 | -76272.421 |
Total P&L (%) | 800.1529 | 762.5608 | 37.5921 | 1578.4036 | 1654.6761 | -76.2724 |
Avg Daily Profit (%) | 0.3686 | 0.3512 | 0.0173 | 0.13 | 0.132 | -0.0662 |
Buy And Hold Return (%) | 244.1273 | 244.1273 | 244.1273 | 244.1273 | 244.1273 | 244.1273 |
Max Trade Drawdown | -140381 | -100708 | -110295 | -3126746 | -1784893 | -1341853 |
Profit Factor | 2.4187 | 3.9509 | 1.123 | 1.3037 | 1.6044 | 0.969 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 41.2698 | 40.625 | 41.9355 | 41.2698 | 40.625 | 41.9355 |
Ratio Avg Win / Avg Loss | 3.442 | 5.7744 | 1.5549 | 1.8553 | 2.3449 | 1.3417 |
Largest Winning Trade | 268370 | 268370 | 65096 | 1528177 | 1528177 | 868783 |
Largest Losing Trade | -40668 | -35768 | -40668 | -713604 | -713604 | -470859 |
Avg Bars in Trades | 66 | 63 | 69 | 66 | 63 | 69 |
Avg Bars in Winners | 120 | 112 | 128 | 120 | 112 | 128 |
Avg Bars in Losers | 28 | 30 | 27 | 28 | 30 | 27 |
Bars Traded | 4198 | 2029 | 2169 | 4198 | 2029 | 2169 |
Profit Streak | 0 | 0 | 326.2671 | 0 | 0 | 326.2671 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143450 | 348361 | -421425 | -172870 | -17115 | -580942 |
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{ "first_band": { "type": "bbm", "factors": { "length": 46, "offset": 0, "std": 2.49198 } }, "second_band": { "type": "dema", "factors": { "length": 43, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 46, "offset": 0, "std": 2.49198 } }, "second_band": { "type": "dema", "factors": { "length": 43, "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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