Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414645.3635 | 1444198.3896 | -29553.0261 | 605133.298 | 609242.3359 | -4109.0379 |
Total P&L (%) | 1414.6454 | 1444.1984 | -29.553 | 605.1333 | 609.2423 | -4.109 |
Avg Daily Profit (%) | 0.6273 | 0.6404 | -0.0131 | 0.0866 | 0.0869 | -0.0019 |
Buy And Hold Return (%) | 318.209 | 318.209 | 318.209 | 318.209 | 318.209 | 318.209 |
Max Trade Drawdown | -188338 | -85157 | -191790 | -431473 | -399616 | -325915 |
Profit Factor | 2.8175 | 4.5671 | 0.9209 | 1.2492 | 1.4526 | 0.9962 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 44.8276 | 45.4545 | 44.186 | 44.8276 | 45.4545 | 44.186 |
Ratio Avg Win / Avg Loss | 3.4677 | 5.4806 | 1.1632 | 1.5375 | 1.7431 | 1.2584 |
Largest Winning Trade | 1106831 | 1106831 | 61643 | 466294 | 466294 | 322095 |
Largest Losing Trade | -45920 | -40474 | -45920 | -244984 | -244984 | -168015 |
Avg Bars in Trades | 91 | 58 | 126 | 91 | 58 | 126 |
Avg Bars in Winners | 158 | 88 | 232 | 158 | 88 | 232 |
Avg Bars in Losers | 37 | 33 | 41 | 37 | 33 | 41 |
Bars Traded | 7997 | 2576 | 5421 | 7997 | 2576 | 5421 |
Profit Streak | 0 | 0 | 137.018 | 0 | 0 | 137.018 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 484640 | 569750 | -580751 | -85301 | -83558 | -580751 |
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{ "first_band": { "type": "ema", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 23, "offset": 0, "std": 1.095 } } }
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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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