Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1115948.7412 | 1113526.0705 | 2422.6707 | -50967.9447 | -193881.3612 | 142913.4165 |
Total P&L (%) | 1115.9487 | 1113.5261 | 2.4227 | -50.9679 | -193.8814 | 142.9134 |
Avg Daily Profit (%) | 0.4725 | 0.4715 | 0.001 | -0.0302 | 0 | 0.0376 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158112 | -150761 | -166238 | -716961 | -717985 | -164833 |
Profit Factor | 2.4078 | 3.5462 | 1.0068 | 0.9688 | 0.8249 | 1.2723 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 37.8788 | 30.303 | 45.4545 | 37.8788 | 30.303 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.9489 | 8.1563 | 1.2082 | 1.5888 | 1.8972 | 1.5267 |
Largest Winning Trade | 1119764 | 1119764 | 58947 | 288424 | 288424 | 107461 |
Largest Losing Trade | -62659 | -41023 | -62659 | -225252 | -225252 | -104962 |
Avg Bars in Trades | 103 | 112 | 95 | 103 | 112 | 95 |
Avg Bars in Winners | 153 | 170 | 142 | 153 | 170 | 142 |
Avg Bars in Losers | 73 | 87 | 55 | 73 | 87 | 55 |
Bars Traded | 6861 | 3718 | 3143 | 6861 | 3718 | 3143 |
Profit Streak | 0 | 0 | 85.5786 | 0 | 0 | 85.5786 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -118537 | 338484 | -571477 | -711491 | -585684 | -142897 |
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{ "first_band": { "type": "bbm", "factors": { "length": 245, "offset": 0, "std": 3.21865 } }, "second_band": { "type": "ema", "factors": { "length": 124, "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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