Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 804282.2537 | 742798.8249 | 61483.4288 | 1189612.2105 | 386836.6214 | 802775.589 |
Total P&L (%) | 804.2823 | 742.7988 | 61.4834 | 1189.6122 | 386.8366 | 802.7756 |
Avg Daily Profit (%) | 0.4276 | 0.3949 | 0.0327 | 0.136 | 0.0842 | 0.1171 |
Buy And Hold Return (%) | 177.9983 | 177.9983 | 177.9983 | 177.9983 | 177.9983 | 177.9983 |
Max Trade Drawdown | -73034 | -90792 | -103308 | -893253 | -762808 | -744880 |
Profit Factor | 2.4046 | 3.5563 | 1.218 | 1.2284 | 1.1293 | 1.3622 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 39.2857 | 30.9524 | 47.619 | 39.2857 | 30.9524 | 47.619 |
Ratio Avg Win / Avg Loss | 3.7162 | 7.9333 | 1.3398 | 1.8985 | 2.5193 | 1.4984 |
Largest Winning Trade | 361617 | 361617 | 58414 | 838791 | 838791 | 544824 |
Largest Losing Trade | -56973 | -26025 | -56973 | -282593 | -282593 | -281192 |
Avg Bars in Trades | 131 | 118 | 145 | 131 | 118 | 145 |
Avg Bars in Winners | 240 | 236 | 242 | 240 | 236 | 242 |
Avg Bars in Losers | 61 | 64 | 57 | 61 | 64 | 57 |
Bars Traded | 11064 | 4956 | 6107 | 11064 | 4956 | 6107 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318988 | 252271 | -316297 | -14399 | -170808 | -38505 |
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{ "first_band": { "type": "bbm", "factors": { "length": 207, "offset": 0, "std": 1.58775 } }, "second_band": { "type": "ema", "factors": { "length": 49, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 207, "offset": 0, "std": 1.58775 } }, "second_band": { "type": "ema", "factors": { "length": 49, "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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