Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1758938.2517 | 1806274.3112 | -47336.0595 | -23401.7981 | 274803.234 | -298205.0322 |
Total P&L (%) | 1758.9383 | 1806.2743 | -47.3361 | -23.4018 | 274.8032 | -298.205 |
Avg Daily Profit (%) | 0.9779 | 1.0042 | -0.0263 | -0.0148 | 0.0735 | 0 |
Buy And Hold Return (%) | 189.9898 | 189.9898 | 189.9898 | 189.9898 | 189.9898 | 189.9898 |
Max Trade Drawdown | -106779 | -136248 | -198084 | -464520 | -376097 | -564051 |
Profit Factor | 3.3774 | 6.0023 | 0.875 | 0.9822 | 1.4711 | 0.5936 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 40.2299 | 37.2093 | 43.1818 | 40.2299 | 37.2093 | 43.1818 |
Ratio Avg Win / Avg Loss | 5.0179 | 10.1289 | 1.1513 | 1.4593 | 2.4824 | 0.7811 |
Largest Winning Trade | 1744209 | 1744209 | 59856 | 498008 | 498008 | 107806 |
Largest Losing Trade | -83039 | -32183 | -83039 | -299226 | -91263 | -299226 |
Avg Bars in Trades | 80 | 92 | 67 | 80 | 92 | 67 |
Avg Bars in Winners | 119 | 136 | 105 | 119 | 136 | 105 |
Avg Bars in Losers | 53 | 66 | 39 | 53 | 66 | 39 |
Bars Traded | 6973 | 3996 | 2977 | 6973 | 3996 | 2977 |
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 | 583619 | 610135 | -581704 | -582678 | -124410 | -583371 |
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{ "first_band": { "type": "dema", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 1.47577 } } }
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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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