Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5581729.4981 | 5772637.5293 | -190908.0313 | -48772.7177 | 39778.8338 | -88551.5515 |
Total P&L (%) | 5581.7295 | 5772.6375 | -190.908 | -48.7727 | 39.7788 | -88.5516 |
Avg Daily Profit (%) | 2.842 | 2.9392 | -0.0972 | -0.0341 | 0.0171 | -0.1103 |
Buy And Hold Return (%) | 2507.5601 | 2507.5601 | 2507.5601 | 2507.5601 | 2507.5601 | 2507.5601 |
Max Trade Drawdown | -313514 | -113912 | -286382 | -104997 | -44817 | -119578 |
Profit Factor | 10.2222 | 24.7822 | 0.4734 | 0.8076 | 1.3925 | 0.4182 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 31.3253 | 33.3333 | 29.2683 | 31.3253 | 33.3333 | 29.2683 |
Ratio Avg Win / Avg Loss | 22.4101 | 49.5644 | 1.144 | 1.7706 | 2.7851 | 1.0106 |
Largest Winning Trade | 5912693 | 5912693 | 55978 | 107197 | 107197 | 14611 |
Largest Losing Trade | -70459 | -52310 | -70459 | -38550 | -15090 | -38550 |
Avg Bars in Trades | 66 | 73 | 58 | 66 | 73 | 58 |
Avg Bars in Winners | 138 | 144 | 130 | 138 | 144 | 130 |
Avg Bars in Losers | 33 | 38 | 28 | 33 | 38 | 28 |
Bars Traded | 5494 | 3094 | 2401 | 5494 | 3094 | 2401 |
Profit Streak | 0 | 0 | 591.0144 | 0 | 0 | 591.0144 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343597 | 440571 | -589119 | -586540 | -340524 | -589119 |
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{ "first_band": { "type": "dema", "factors": { "length": 202, "offset": 133 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 2.11813 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 202, "offset": 133 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 2.11813 } } }
# | 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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