Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335516.3453 | 364755.6408 | -29239.2955 | -60012.2398 | -108174.0497 | 48161.81 |
Total P&L (%) | 335.5163 | 364.7556 | -29.2393 | -60.0122 | -108.1741 | 48.1618 |
Avg Daily Profit (%) | 0.18 | 0.1957 | -0.0157 | -0.0492 | 0 | 0.0211 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258398 | -224614 | -66467 | -450366 | -423712 | -161144 |
Profit Factor | 1.5272 | 1.7916 | 0.8336 | 0.9359 | 0.844 | 1.1984 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 51 | 26 | 25 | 51 | 26 | 25 |
Losing Trades | 50 | 24 | 26 | 50 | 24 | 26 |
Profitability (%) | 50.4951 | 52 | 49.0196 | 50.4951 | 52 | 49.0196 |
Ratio Avg Win / Avg Loss | 1.4972 | 1.6538 | 0.8669 | 0.9175 | 0.779 | 1.2463 |
Largest Winning Trade | 296941 | 296941 | 17208 | 182919 | 182919 | 52847 |
Largest Losing Trade | -64784 | -64784 | -16721 | -144103 | -144103 | -58006 |
Avg Bars in Trades | 102 | 197 | 9 | 102 | 197 | 9 |
Avg Bars in Winners | 118 | 225 | 7 | 118 | 225 | 7 |
Avg Bars in Losers | 85 | 166 | 11 | 85 | 166 | 11 |
Bars Traded | 10344 | 9865 | 479 | 10344 | 9865 | 479 |
Profit Streak | 198.1387 | 200.8054 | 198.1387 | 198.1387 | 200.8054 | 198.1387 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368346 | -168220 | -760344 | -579468 | -759981 | -348038 |
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{ "first_band": { "type": "bbl", "factors": { "length": 196, "offset": 0, "std": 2.85761 } }, "second_band": { "type": "dema", "factors": { "length": 96, "offset": 0 } } }
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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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