Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 111514.2428 | 64037.5935 | 47476.6493 | 139260.4293 | 113400.3305 | 25860.0988 |
Total P&L (%) | 111.5142 | 64.0376 | 47.4766 | 139.2604 | 113.4003 | 25.8601 |
Avg Daily Profit (%) | 0.4282 | 0.2459 | 0.1823 | 0.3356 | 0.2915 | 0.0884 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34148 | -25086 | -53722 | -91565 | -50724 | -134931 |
Profit Factor | 1.4128 | 1.4666 | 1.3572 | 1.2521 | 1.4471 | 1.0865 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 140 | 69 | 71 | 140 | 69 | 71 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 71.066 | 70.4082 | 71.7172 | 71.066 | 70.4082 | 71.7172 |
Ratio Avg Win / Avg Loss | 0.5752 | 0.6164 | 0.5352 | 0.5098 | 0.6082 | 0.4285 |
Largest Winning Trade | 15737 | 15737 | 10786 | 22291 | 22291 | 14593 |
Largest Losing Trade | -18492 | -16171 | -18492 | -45626 | -29458 | -45626 |
Avg Bars in Trades | 122 | 122 | 122 | 122 | 122 | 122 |
Avg Bars in Winners | 67 | 64 | 70 | 67 | 64 | 70 |
Avg Bars in Losers | 256 | 260 | 252 | 256 | 260 | 252 |
Bars Traded | 24070 | 11974 | 12096 | 24070 | 11974 | 12096 |
Profit Streak | 5.6186 | 15.2852 | 5.6186 | 5.6186 | 15.2852 | 5.6186 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 458958 | 355574 | 276503 | 395100 | 379624 | -202467 |
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{ "first_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 3.92436 } }, "second_band": { "type": "dema", "factors": { "length": 78, "offset": 218 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 3.92436 } }, "second_band": { "type": "dema", "factors": { "length": 78, "offset": 218 } } }
# | 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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