Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83957.4973 | 49686.0154 | 34271.4818 | 78343.3931 | 60046.403 | 18296.9901 |
Total P&L (%) | 83.9575 | 49.686 | 34.2715 | 78.3434 | 60.0464 | 18.297 |
Avg Daily Profit (%) | 0.6044 | 0.3577 | 0.2467 | 0.4174 | 0.3391 | 0.121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43383 | -29375 | -35905 | -58490 | -29916 | -52040 |
Profit Factor | 1.4292 | 1.593 | 1.3065 | 1.3324 | 1.6739 | 1.1248 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 74 | 36 | 38 | 74 | 36 | 38 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 64.3478 | 63.1579 | 65.5172 | 64.3478 | 63.1579 | 65.5172 |
Ratio Avg Win / Avg Loss | 0.7919 | 0.9293 | 0.6876 | 0.7382 | 0.9765 | 0.592 |
Largest Winning Trade | 20448 | 20448 | 9777 | 21391 | 21391 | 11592 |
Largest Losing Trade | -35468 | -19303 | -35468 | -51126 | -21678 | -51126 |
Avg Bars in Trades | 111 | 110 | 111 | 111 | 110 | 111 |
Avg Bars in Winners | 88 | 94 | 83 | 88 | 94 | 83 |
Avg Bars in Losers | 151 | 138 | 165 | 151 | 138 | 165 |
Bars Traded | 12798 | 6315 | 6483 | 12798 | 6315 | 6483 |
Profit Streak | 128.002 | 0 | 128.179 | 128.002 | 0 | 128.179 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404476 | -172315 | -175512 | 325615 | -171591 | -303629 |
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{ "first_band": { "type": "bbm", "factors": { "length": 81, "offset": 0, "std": 3.47004 } }, "second_band": { "type": "ema", "factors": { "length": 127, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 81, "offset": 0, "std": 3.47004 } }, "second_band": { "type": "ema", "factors": { "length": 127, "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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