Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836068.8974 | 836792.3892 | -723.4919 | -10274.3351 | -22009.8765 | 11735.5414 |
Total P&L (%) | 836.0689 | 836.7924 | -0.7235 | -10.2743 | -22.0099 | 11.7355 |
Avg Daily Profit (%) | 0.4314 | 0.4318 | -0.0004 | -0.0056 | -0.0128 | 0.0057 |
Buy And Hold Return (%) | 18.1758 | 18.1758 | 18.1758 | 18.1758 | 18.1758 | 18.1758 |
Max Trade Drawdown | -222369 | -186784 | -61214 | -4711214 | -4240816 | -700098 |
Profit Factor | 1.7556 | 2.0966 | 0.9979 | 0.9988 | 0.9966 | 1.0066 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 132 | 57 | 75 | 132 | 57 | 75 |
Losing Trades | 135 | 76 | 59 | 135 | 76 | 59 |
Profitability (%) | 49.4382 | 42.8571 | 55.9701 | 49.4382 | 42.8571 | 55.9701 |
Ratio Avg Win / Avg Loss | 1.7955 | 2.7955 | 0.785 | 1.0215 | 1.3289 | 0.7918 |
Largest Winning Trade | 700251 | 700251 | 15428 | 3876064 | 3876064 | 366289 |
Largest Losing Trade | -57840 | -57840 | -29902 | -2107023 | -2107023 | -226367 |
Avg Bars in Trades | 82 | 148 | 17 | 82 | 148 | 17 |
Avg Bars in Winners | 67 | 132 | 18 | 67 | 132 | 18 |
Avg Bars in Losers | 97 | 159 | 17 | 97 | 159 | 17 |
Bars Traded | 22108 | 19697 | 2411 | 22108 | 19697 | 2411 |
Profit Streak | 71.9329 | 0 | 74.1829 | 71.9329 | 0 | 74.1829 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542895 | 396937 | -579367 | -577375 | -582090 | -564505 |
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{ "first_band": { "type": "bbl", "factors": { "length": 32, "offset": 0, "std": 2.34105 } }, "second_band": { "type": "dema", "factors": { "length": 194, "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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