Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1038971.8775 | 1055824.9819 | -16853.1044 | 172435.8655 | 536402.564 | -363966.6985 |
Total P&L (%) | 1038.9719 | 1055.825 | -16.8531 | 172.4359 | 536.4026 | -363.9667 |
Avg Daily Profit (%) | 0.5524 | 0.5614 | -0.009 | 0.0533 | 0.0985 | 0 |
Buy And Hold Return (%) | 308.2582 | 308.2582 | 308.2582 | 308.2582 | 308.2582 | 308.2582 |
Max Trade Drawdown | -140756 | -141115 | -115220 | -1188572 | -977711 | -651781 |
Profit Factor | 2.8316 | 4.4001 | 0.9343 | 1.0601 | 1.3193 | 0.6935 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Profitability (%) | 38.2022 | 31.1111 | 45.4545 | 38.2022 | 31.1111 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.5806 | 9.743 | 1.1212 | 1.7149 | 2.9213 | 0.8322 |
Largest Winning Trade | 895572 | 895572 | 56286 | 988374 | 988374 | 219575 |
Largest Losing Trade | -37941 | -33887 | -37941 | -333902 | -328642 | -333902 |
Avg Bars in Trades | 61 | 73 | 48 | 61 | 73 | 48 |
Avg Bars in Winners | 105 | 151 | 72 | 105 | 151 | 72 |
Avg Bars in Losers | 33 | 38 | 27 | 33 | 38 | 27 |
Bars Traded | 5437 | 3319 | 2117 | 5437 | 3319 | 2117 |
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 | 335627 | 304877 | -580820 | -445128 | -75707 | -582487 |
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{ "first_band": { "type": "ema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 15, "offset": 0, "std": 2.63874 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 187, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 15, "offset": 0, "std": 2.63874 } } }
# | 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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