Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6071275.1958 | 6173247.786 | -101972.5902 | 249184.6569 | 1656348.6423 | -1407163.9854 |
Total P&L (%) | 6071.2752 | 6173.2478 | -101.9726 | 249.1847 | 1656.3486 | -1407.164 |
Avg Daily Profit (%) | 3.0929 | 3.1448 | -0.0519 | 0.0637 | 0.1461 | 0 |
Buy And Hold Return (%) | 1484.1336 | 1484.1336 | 1484.1336 | 1484.1336 | 1484.1336 | 1484.1336 |
Max Trade Drawdown | -159912 | -89558 | -115289 | -2445177 | -839885 | -1804364 |
Profit Factor | 11.0998 | 20.7724 | 0.647 | 1.0569 | 1.916 | 0.452 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 41.0256 | 43.5897 | 38.4615 | 41.0256 | 43.5897 | 38.4615 |
Ratio Avg Win / Avg Loss | 15.956 | 26.8819 | 1.0353 | 1.5194 | 2.4795 | 0.7232 |
Largest Winning Trade | 6234320 | 6234320 | 40443 | 2399937 | 2399937 | 307106 |
Largest Losing Trade | -37879 | -35025 | -37879 | -571731 | -285448 | -571731 |
Avg Bars in Trades | 144 | 243 | 45 | 144 | 243 | 45 |
Avg Bars in Winners | 237 | 394 | 58 | 237 | 394 | 58 |
Avg Bars in Losers | 80 | 125 | 37 | 80 | 125 | 37 |
Bars Traded | 11272 | 9482 | 1790 | 11272 | 9482 | 1790 |
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 | -20724 | 690369 | -583577 | -472672 | -126102 | -585244 |
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{ "first_band": { "type": "ema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 66, "offset": 0, "std": 1.65077 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 172, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 66, "offset": 0, "std": 1.65077 } } }
# | 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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