Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 389632.7965 | 256643.5155 | 132989.281 | 246252.8261 | -780522.6845 | 1026775.5107 |
Total P&L (%) | 389.6328 | 256.6435 | 132.9893 | 246.2528 | -780.5227 | 1026.7755 |
Avg Daily Profit (%) | 0.1793 | 0.1181 | 0.0612 | 0.0572 | 0 | 0.1115 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99803 | -128752 | -44269 | -1718447 | -2115785 | -252730 |
Profit Factor | 1.4177 | 1.3516 | 1.6555 | 1.0336 | 0.8717 | 1.8244 |
Total Trades | 243 | 121 | 122 | 243 | 121 | 122 |
Winning Trades | 165 | 81 | 84 | 165 | 81 | 84 |
Losing Trades | 78 | 40 | 38 | 78 | 40 | 38 |
Profitability (%) | 67.9012 | 66.9421 | 68.8525 | 67.9012 | 66.9421 | 68.8525 |
Ratio Avg Win / Avg Loss | 0.6702 | 0.6675 | 0.7489 | 0.4886 | 0.4305 | 0.8253 |
Largest Winning Trade | 55197 | 55197 | 10869 | 254395 | 254395 | 168613 |
Largest Losing Trade | -62574 | -62574 | -43652 | -1280708 | -1280708 | -227390 |
Avg Bars in Trades | 52 | 97 | 9 | 52 | 97 | 9 |
Avg Bars in Winners | 22 | 39 | 6 | 22 | 39 | 6 |
Avg Bars in Losers | 117 | 213 | 16 | 117 | 213 | 16 |
Bars Traded | 12874 | 11756 | 1118 | 12874 | 11756 | 1118 |
Profit Streak | 4.0306 | 0 | 83.6973 | 4.0306 | 0 | 83.6973 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 359319 | -34659 | -107811 | -298432 | -578814 | -39988 |
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{ "first_band": { "type": "dema", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 164, "offset": 0, "std": 1.81594 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 164, "offset": 0, "std": 1.81594 } } }
# | 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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