Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1500643.4466 | 1532492.0103 | -31848.5636 | 176258.5715 | 819137.5594 | -642878.9879 |
Total P&L (%) | 1500.6434 | 1532.492 | -31.8486 | 176.2586 | 819.1376 | -642.879 |
Avg Daily Profit (%) | 0.7203 | 0.7356 | -0.0153 | 0.0488 | 0.1065 | 0 |
Buy And Hold Return (%) | 125.4335 | 125.4335 | 125.4335 | 125.4335 | 125.4335 | 125.4335 |
Max Trade Drawdown | -200110 | -174586 | -39169 | -4203491 | -3558200 | -770631 |
Profit Factor | 4.05 | 5.0093 | 0.7099 | 1.0306 | 1.1744 | 0.3904 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 45.3333 | 40.5405 | 50 | 45.3333 | 40.5405 | 50 |
Ratio Avg Win / Avg Loss | 4.8839 | 7.347 | 0.7099 | 1.2428 | 1.7224 | 0.3904 |
Largest Winning Trade | 1361374 | 1361374 | 11478 | 4173206 | 4173206 | 55092 |
Largest Losing Trade | -53643 | -53643 | -22825 | -1429294 | -1429294 | -376071 |
Avg Bars in Trades | 307 | 601 | 22 | 307 | 601 | 22 |
Avg Bars in Winners | 431 | 958 | 15 | 431 | 958 | 15 |
Avg Bars in Losers | 205 | 358 | 29 | 205 | 358 | 29 |
Bars Traded | 23096 | 22257 | 839 | 23096 | 22257 | 839 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -43509 | 602787 | -580487 | -417388 | -81945 | -580487 |
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{ "first_band": { "type": "bbl", "factors": { "length": 225, "offset": 0, "std": 2.43222 } }, "second_band": { "type": "dema", "factors": { "length": 172, "offset": 0 } } }
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# | 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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