Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1067806.029 | 983912.5412 | 83893.4878 | 1220076.9994 | 2258179.4883 | -1038102.4889 |
Total P&L (%) | 1067.806 | 983.9125 | 83.8935 | 1220.077 | 2258.1795 | -1038.1025 |
Avg Daily Profit (%) | 0.5126 | 0.4724 | 0.0403 | 0.124 | 0.1518 | 0 |
Buy And Hold Return (%) | 84.4231 | 84.4231 | 84.4231 | 84.4231 | 84.4231 | 84.4231 |
Max Trade Drawdown | -168657 | -132613 | -193314 | -6896886 | -5387736 | -3384551 |
Profit Factor | 1.6038 | 2.1235 | 1.094 | 1.0316 | 1.1144 | 0.9449 |
Total Trades | 787 | 393 | 394 | 787 | 393 | 394 |
Winning Trades | 246 | 100 | 146 | 246 | 100 | 146 |
Losing Trades | 541 | 293 | 248 | 541 | 293 | 248 |
Profitability (%) | 31.2579 | 25.4453 | 37.0558 | 31.2579 | 25.4453 | 37.0558 |
Ratio Avg Win / Avg Loss | 3.527 | 6.2217 | 1.8583 | 2.2688 | 3.2651 | 1.605 |
Largest Winning Trade | 502137 | 502137 | 56207 | 4751397 | 4751397 | 1043945 |
Largest Losing Trade | -27528 | -20794 | -27528 | -786567 | -786567 | -502271 |
Avg Bars in Trades | 31 | 32 | 29 | 31 | 32 | 29 |
Avg Bars in Winners | 73 | 93 | 59 | 73 | 93 | 59 |
Avg Bars in Losers | 12 | 12 | 12 | 12 | 12 | 12 |
Bars Traded | 24632 | 12930 | 11702 | 24632 | 12930 | 11702 |
Profit Streak | 9.6097 | 0 | 10.6097 | 9.6097 | 0 | 10.6097 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 404377 | -11949 | -423087 | -214257 | -112323 | -580154 |
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{ "first_band": { "type": "ema", "factors": { "length": 159, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 153, "offset": 67, "std": 2.17668 } } }
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# | 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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