Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1472717.5649 | 1422953.6766 | 49763.8883 | 24058788.428 | 24241675.8383 | -182887.4103 |
Total P&L (%) | 1472.7176 | 1422.9537 | 49.7639 | 24058.7884 | 24241.6758 | -182.8874 |
Avg Daily Profit (%) | 0.7901 | 0.7634 | 0.0267 | 0.2948 | 0.2952 | 0 |
Buy And Hold Return (%) | 8002.6945 | 8002.6945 | 8002.6945 | 8002.6945 | 8002.6945 | 8002.6945 |
Max Trade Drawdown | -93242 | -44987 | -116894 | -6293278 | -4566006 | -6385260 |
Profit Factor | 4.072 | 10.4418 | 1.1514 | 1.9141 | 3.5365 | 0.9891 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Losing Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Profitability (%) | 53.5714 | 57.1429 | 50 | 53.5714 | 57.1429 | 50 |
Ratio Avg Win / Avg Loss | 3.5291 | 7.8314 | 1.1514 | 1.6589 | 2.6524 | 0.9891 |
Largest Winning Trade | 683455 | 683455 | 58899 | 9013542 | 9013542 | 5368058 |
Largest Losing Trade | -50442 | -27487 | -50442 | -3694390 | -3694390 | -3092039 |
Avg Bars in Trades | 63 | 71 | 55 | 63 | 71 | 55 |
Avg Bars in Winners | 80 | 94 | 65 | 80 | 94 | 65 |
Avg Bars in Losers | 44 | 41 | 46 | 44 | 41 | 46 |
Bars Traded | 5365 | 3014 | 2351 | 5365 | 3014 | 2351 |
Profit Streak | 0 | 71.5008 | 0 | 0 | 71.5008 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144894 | -142869 | -376928 | 362328 | 504556 | -580734 |
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{ "first_band": { "type": "dema", "factors": { "length": 47, "offset": 81 } }, "second_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 2.84375 } } }
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{ "first_band": { "type": "dema", "factors": { "length": 47, "offset": 81 } }, "second_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 2.84375 } } }
# | 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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