Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 189964.83 | 152189.1833 | 37775.6467 | 249677.4638 | 188341.2943 | 61336.1695 |
Total P&L (%) | 189.9648 | 152.1892 | 37.7756 | 249.6775 | 188.3413 | 61.3362 |
Avg Daily Profit (%) | 0.3647 | 0.2922 | 0.0725 | 0.2406 | 0.2035 | 0.0919 |
Buy And Hold Return (%) | 58.429 | 58.429 | 58.429 | 58.429 | 58.429 | 58.429 |
Max Trade Drawdown | -68355 | -78585 | -17291 | -257249 | -292417 | -54717 |
Profit Factor | 1.8976 | 1.8872 | 1.9419 | 1.4281 | 1.3975 | 1.5605 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 65.6716 | 60.6061 | 70.5882 | 65.6716 | 60.6061 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.9919 | 1.2267 | 0.8091 | 0.7465 | 0.9084 | 0.6502 |
Largest Winning Trade | 77083 | 77083 | 8796 | 167389 | 167389 | 28272 |
Largest Losing Trade | -27196 | -27196 | -12217 | -114681 | -114681 | -39810 |
Avg Bars in Trades | 356 | 679 | 42 | 356 | 679 | 42 |
Avg Bars in Winners | 200 | 393 | 39 | 200 | 393 | 39 |
Avg Bars in Losers | 654 | 1120 | 48 | 654 | 1120 | 48 |
Bars Traded | 23880 | 22436 | 1444 | 23880 | 22436 | 1444 |
Profit Streak | 12.6153 | 44.4694 | 12.6153 | 12.6153 | 44.4694 | 12.6153 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111488 | 346308 | -258270 | -113265 | 214318 | -217891 |
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{ "first_band": { "type": "bbl", "factors": { "length": 156, "offset": 0, "std": 2.19121 } }, "second_band": { "type": "ema", "factors": { "length": 249, "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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