Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1423484.5756 | 1442486.6416 | -19002.066 | 363873.1122 | 508783.7937 | -144910.6815 |
Total P&L (%) | 1423.4846 | 1442.4866 | -19.0021 | 363.8731 | 508.7838 | -144.9107 |
Avg Daily Profit (%) | 0.5677 | 0.5753 | -0.0076 | 0.0612 | 0.0721 | 0 |
Buy And Hold Return (%) | 513.9571 | 513.9571 | 513.9571 | 513.9571 | 513.9571 | 513.9571 |
Max Trade Drawdown | -166319 | -121173 | -81018 | -2502244 | -1688030 | -1274985 |
Profit Factor | 3.0297 | 4.9663 | 0.9437 | 1.0744 | 1.196 | 0.9369 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 43.4211 | 39.4737 | 47.3684 | 43.4211 | 39.4737 | 47.3684 |
Ratio Avg Win / Avg Loss | 3.9478 | 7.615 | 1.0486 | 1.3999 | 1.8339 | 1.041 |
Largest Winning Trade | 1025690 | 1025690 | 54933 | 1201897 | 1201897 | 998379 |
Largest Losing Trade | -55485 | -54709 | -55485 | -1040650 | -1040650 | -710312 |
Avg Bars in Trades | 63 | 89 | 37 | 63 | 89 | 37 |
Avg Bars in Winners | 94 | 141 | 56 | 94 | 141 | 56 |
Avg Bars in Losers | 39 | 56 | 20 | 39 | 56 | 20 |
Bars Traded | 4839 | 3410 | 1429 | 4839 | 3410 | 1429 |
Profit Streak | 0 | 106.7406 | 0 | 0 | 106.7406 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42684 | 439684 | -580121 | -472012 | -269385 | -580121 |
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{ "first_band": { "type": "dema", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 232, "offset": 0, "std": 1.24934 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 232, "offset": 0, "std": 1.24934 } } }
# | 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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