Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1450093.4744 | 1542535.4716 | -92441.9972 | -30905.3505 | 668149.3349 | -699054.6853 |
Total P&L (%) | 1450.0935 | 1542.5355 | -92.442 | -30.9054 | 668.1493 | -699.0547 |
Avg Daily Profit (%) | 0.7864 | 0.8365 | -0.0501 | -0.02 | 0.1106 | 0 |
Buy And Hold Return (%) | 167.6695 | 167.6695 | 167.6695 | 167.6695 | 167.6695 | 167.6695 |
Max Trade Drawdown | -260090 | -185477 | -84155 | -1641756 | -968809 | -560092 |
Profit Factor | 3.0635 | 4.3171 | 0.6111 | 0.9875 | 1.4551 | 0.3007 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Profitability (%) | 39.8305 | 35.5932 | 44.0678 | 39.8305 | 35.5932 | 44.0678 |
Ratio Avg Win / Avg Loss | 4.6279 | 7.8119 | 0.7756 | 1.4917 | 2.6331 | 0.3816 |
Largest Winning Trade | 1607217 | 1607217 | 17794 | 1607217 | 1607217 | 90100 |
Largest Losing Trade | -41859 | -41859 | -29535 | -364551 | -364551 | -204217 |
Avg Bars in Trades | 45 | 81 | 9 | 45 | 81 | 9 |
Avg Bars in Winners | 68 | 142 | 9 | 68 | 142 | 9 |
Avg Bars in Losers | 30 | 48 | 9 | 30 | 48 | 9 |
Bars Traded | 5375 | 4836 | 539 | 5375 | 4836 | 539 |
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 | 549383 | -162068 | -759487 | -582752 | -227541 | -759487 |
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{ "first_band": { "type": "dema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 155, "offset": 0, "std": 2.89213 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 155, "offset": 0, "std": 2.89213 } } }
# | 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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