Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317083.0794 | 304615.5776 | 12467.5017 | 72575.1178 | 42339.9275 | 30235.1903 |
Total P&L (%) | 317.0831 | 304.6156 | 12.4675 | 72.5751 | 42.3399 | 30.2352 |
Avg Daily Profit (%) | 0.1522 | 0.1462 | 0.006 | 0.0262 | 0.0169 | 0.0127 |
Buy And Hold Return (%) | 20.3893 | 20.3893 | 20.3893 | 20.3893 | 20.3893 | 20.3893 |
Max Trade Drawdown | -145530 | -150128 | -23877 | -168296 | -166711 | -26411 |
Profit Factor | 1.5124 | 1.6299 | 1.0922 | 1.1161 | 1.0824 | 1.2719 |
Total Trades | 182 | 91 | 91 | 182 | 91 | 91 |
Winning Trades | 93 | 43 | 50 | 93 | 43 | 50 |
Losing Trades | 89 | 48 | 41 | 89 | 48 | 41 |
Profitability (%) | 51.0989 | 47.2527 | 54.9451 | 51.0989 | 47.2527 | 54.9451 |
Ratio Avg Win / Avg Loss | 1.4473 | 1.8194 | 0.8956 | 1.0681 | 1.2083 | 1.043 |
Largest Winning Trade | 229960 | 229960 | 15024 | 92716 | 92716 | 19987 |
Largest Losing Trade | -45606 | -45606 | -23877 | -47207 | -47207 | -17068 |
Avg Bars in Trades | 135 | 260 | 11 | 135 | 260 | 11 |
Avg Bars in Winners | 151 | 314 | 12 | 151 | 314 | 12 |
Avg Bars in Losers | 119 | 212 | 9 | 119 | 212 | 9 |
Bars Traded | 24749 | 23742 | 1006 | 24749 | 23742 | 1006 |
Profit Streak | 0 | 179.9398 | 0 | 0 | 179.9398 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348830 | 173718 | -470779 | -252181 | -306869 | -190922 |
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{ "first_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 3.33024 } }, "second_band": { "type": "dema", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 3.33024 } }, "second_band": { "type": "dema", "factors": { "length": 134, "offset": 0 } } }
# | 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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