Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 200071.0456 | 169353.6471 | 30717.3986 | 44830.6275 | -84067.7231 | 128898.3506 |
Total P&L (%) | 200.071 | 169.3536 | 30.7174 | 44.8306 | -84.0677 | 128.8984 |
Avg Daily Profit (%) | 0.3841 | 0.3252 | 0.059 | 0.0711 | -0.3521 | 0.1591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101314 | -109115 | -37324 | -383165 | -474738 | -58636 |
Profit Factor | 1.3517 | 1.3891 | 1.2301 | 1.0324 | 0.925 | 1.4882 |
Total Trades | 251 | 125 | 126 | 251 | 125 | 126 |
Winning Trades | 112 | 51 | 61 | 112 | 51 | 61 |
Losing Trades | 139 | 74 | 65 | 139 | 74 | 65 |
Profitability (%) | 44.6215 | 40.8 | 48.4127 | 44.6215 | 40.8 | 48.4127 |
Ratio Avg Win / Avg Loss | 1.6776 | 2.0155 | 1.3107 | 1.2813 | 1.3421 | 1.5858 |
Largest Winning Trade | 200205 | 200205 | 9693 | 328278 | 328278 | 40764 |
Largest Losing Trade | -22733 | -22733 | -8043 | -109896 | -109896 | -26266 |
Avg Bars in Trades | 96 | 179 | 13 | 96 | 179 | 13 |
Avg Bars in Winners | 108 | 220 | 14 | 108 | 220 | 14 |
Avg Bars in Losers | 86 | 151 | 12 | 86 | 151 | 12 |
Bars Traded | 24137 | 22438 | 1699 | 24137 | 22438 | 1699 |
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 | 336918 | 218200 | -118687 | -286000 | -583480 | 305603 |
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{ "first_band": { "type": "dema", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 172, "offset": 0, "std": 3.17739 } } }
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# | 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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