Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 523511.2403 | 543427.3724 | -19916.1321 | 1795.2638 | -199708.5484 | 201503.8122 |
Total P&L (%) | 523.5112 | 543.4274 | -19.9161 | 1.7953 | -199.7085 | 201.5038 |
Avg Daily Profit (%) | 0.2815 | 0.2922 | -0.0107 | 0.001 | 0 | 0.0594 |
Buy And Hold Return (%) | 69.5213 | 69.5213 | 69.5213 | 69.5213 | 69.5213 | 69.5213 |
Max Trade Drawdown | -158059 | -142173 | -69877 | -4047530 | -3814012 | -437274 |
Profit Factor | 1.9936 | 2.4258 | 0.8633 | 1.0003 | 0.9648 | 1.1659 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 60 | 62.1622 | 57.8947 | 60 | 62.1622 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.3291 | 1.4766 | 0.6279 | 0.6668 | 0.5873 | 0.8479 |
Largest Winning Trade | 317831 | 317831 | 15204 | 1048254 | 1048254 | 282595 |
Largest Losing Trade | -84451 | -84451 | -17325 | -2335486 | -2335486 | -313497 |
Avg Bars in Trades | 273 | 532 | 21 | 273 | 532 | 21 |
Avg Bars in Winners | 188 | 348 | 20 | 188 | 348 | 20 |
Avg Bars in Losers | 401 | 835 | 22 | 401 | 835 | 22 |
Bars Traded | 20525 | 19714 | 811 | 20525 | 19714 | 811 |
Profit Streak | 72.7393 | 0 | 139.1559 | 72.7393 | 0 | 139.1559 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47734 | 501075 | -578502 | -638360 | -579195 | -154331 |
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{ "first_band": { "type": "dema", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 53, "offset": 0, "std": 1.02488 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 119, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 53, "offset": 0, "std": 1.02488 } } }
# | 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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