Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1061058.9005 | 985340.0528 | 75718.8477 | 1300057.5046 | 62221.9659 | 1237835.5387 |
Total P&L (%) | 1061.0589 | 985.3401 | 75.7188 | 1300.0575 | 62.222 | 1237.8355 |
Avg Daily Profit (%) | 0.5631 | 0.5229 | 0.0402 | 0.1402 | 0.0257 | 0.1377 |
Buy And Hold Return (%) | 247.2742 | 247.2742 | 247.2742 | 247.2742 | 247.2742 | 247.2742 |
Max Trade Drawdown | -113632 | -106865 | -91279 | -7414583 | -6154486 | -4523234 |
Profit Factor | 3.6569 | 6.4236 | 1.3478 | 1.0732 | 1.0073 | 1.1335 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 32 | 13 | 19 | 32 | 13 | 19 |
Losing Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Profitability (%) | 51.6129 | 41.9355 | 61.2903 | 51.6129 | 41.9355 | 61.2903 |
Ratio Avg Win / Avg Loss | 3.4283 | 8.8943 | 0.8513 | 1.0061 | 1.3948 | 0.7159 |
Largest Winning Trade | 714562 | 714562 | 57358 | 4926238 | 4926238 | 2854558 |
Largest Losing Trade | -60304 | -17849 | -60304 | -4111125 | -1463528 | -4111125 |
Avg Bars in Trades | 178 | 147 | 209 | 178 | 147 | 209 |
Avg Bars in Winners | 241 | 212 | 261 | 241 | 212 | 261 |
Avg Bars in Losers | 111 | 99 | 128 | 111 | 99 | 128 |
Bars Traded | 11064 | 4561 | 6503 | 11064 | 4561 | 6503 |
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 | -142303 | 500907 | -304873 | -305009 | -539994 | -83962 |
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{ "first_band": { "type": "ema", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 88, "offset": 112, "std": 4.78914 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 88, "offset": 112, "std": 4.78914 } } }
# | 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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