Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310910.8261 | 293291.4902 | 17619.3359 | 142972.6166 | 683835.5815 | -540862.9648 |
Total P&L (%) | 310.9108 | 293.2915 | 17.6193 | 142.9726 | 683.8356 | -540.863 |
Avg Daily Profit (%) | 0.3502 | 0.3304 | 0.0198 | 0.1001 | 0.2322 | 0 |
Buy And Hold Return (%) | 261.0029 | 261.0029 | 261.0029 | 261.0029 | 261.0029 | 261.0029 |
Max Trade Drawdown | -84663 | -31288 | -126037 | -652472 | -110737 | -809238 |
Profit Factor | 1.759 | 3.6658 | 1.0588 | 1.0829 | 2.957 | 0.6068 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 65 | 29 | 36 | 65 | 29 | 36 |
Losing Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Profitability (%) | 72.2222 | 64.4444 | 80 | 72.2222 | 64.4444 | 80 |
Ratio Avg Win / Avg Loss | 0.6766 | 2.0225 | 0.2647 | 0.4165 | 1.6314 | 0.1517 |
Largest Winning Trade | 37462 | 37462 | 21551 | 113886 | 113886 | 91773 |
Largest Losing Trade | -79575 | -24401 | -79575 | -605361 | -77286 | -605361 |
Avg Bars in Trades | 37 | 34 | 39 | 37 | 34 | 39 |
Avg Bars in Winners | 29 | 25 | 32 | 29 | 25 | 32 |
Avg Bars in Losers | 58 | 50 | 71 | 58 | 50 | 71 |
Bars Traded | 3350 | 1553 | 1796 | 3350 | 1553 | 1796 |
Profit Streak | 29.4085 | 29.4085 | 74.1585 | 29.4085 | 29.4085 | 74.1585 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -92422 | -109259 | -484245 | -351805 | 467628 | -575400 |
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{ "first_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 3.58228 } }, "second_band": { "type": "dema", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 3.58228 } }, "second_band": { "type": "dema", "factors": { "length": 110, "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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