Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451174.493 | 440308.5475 | 10865.9455 | -1933437.8761 | 3859054.0262 | -5792491.9022 |
Total P&L (%) | 451.1745 | 440.3085 | 10.8659 | -1933.4379 | 3859.054 | -5792.4919 |
Avg Daily Profit (%) | 0.1805 | 0.1761 | 0.0043 | 0 | 0.1473 | 0 |
Buy And Hold Return (%) | 836.7148 | 836.7148 | 836.7148 | 836.7148 | 836.7148 | 836.7148 |
Max Trade Drawdown | -137138 | -41289 | -145666 | -7066053 | -682693 | -7151798 |
Profit Factor | 2.4208 | 5.7706 | 1.0482 | 0.7949 | 3.3552 | 0.2563 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 43 | 23 | 20 | 42 | 20 | 22 |
Losing Trades | 23 | 10 | 13 | 24 | 13 | 11 |
Profitability (%) | 65.1515 | 69.697 | 60.6061 | 63.6364 | 60.6061 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2949 | 2.509 | 0.6814 | 0.4542 | 2.1809 | 0.1282 |
Largest Winning Trade | 102542 | 102542 | 37017 | 1851813 | 1851813 | 418684 |
Largest Losing Trade | -123939 | -35168 | -123939 | -6485269 | -591497 | -6485269 |
Avg Bars in Trades | 142 | 135 | 149 | 142 | 135 | 149 |
Avg Bars in Winners | 136 | 120 | 154 | 130 | 125 | 135 |
Avg Bars in Losers | 155 | 170 | 143 | 163 | 151 | 178 |
Bars Traded | 9417 | 4475 | 4942 | 9417 | 4475 | 4942 |
Profit Streak | 65.1494 | 105.6494 | 0 | 0 | 0 | 76.3994 |
Trades During Streak | 1 | 2 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -280799 | -146514 | -520570 | -707510 | 361221 | -578084 |
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{ "first_band": { "type": "bbm", "factors": { "length": 114, "offset": 0, "std": 2.8864 } }, "second_band": { "type": "dema", "factors": { "length": 50, "offset": 242 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 114, "offset": 0, "std": 2.8864 } }, "second_band": { "type": "dema", "factors": { "length": 50, "offset": 242 } } }
# | 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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