Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2956494.0164 | 2863315.866 | 93178.1504 | 1405436.6032 | 1242145.9378 | 163290.6654 |
Total P&L (%) | 2956.494 | 2863.3159 | 93.1782 | 1405.4366 | 1242.1459 | 163.2907 |
Avg Daily Profit (%) | 1.276 | 1.2358 | 0.0402 | 0.1171 | 0.1121 | 0.0418 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146910 | -91023 | -127220 | -2369542 | -1630915 | -1312923 |
Profit Factor | 4.5447 | 7.2322 | 1.2487 | 1.1749 | 1.2571 | 1.051 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 31 | 11 | 20 | 31 | 11 | 20 |
Losing Trades | 64 | 37 | 27 | 64 | 37 | 27 |
Profitability (%) | 32.6316 | 22.9167 | 42.5532 | 32.6316 | 22.9167 | 42.5532 |
Ratio Avg Win / Avg Loss | 9.3825 | 24.3263 | 1.6858 | 2.4256 | 4.2284 | 1.4188 |
Largest Winning Trade | 2585794 | 2585794 | 81660 | 2590209 | 2590209 | 653177 |
Largest Losing Trade | -34178 | -34178 | -30728 | -584246 | -509825 | -584246 |
Avg Bars in Trades | 46 | 41 | 52 | 46 | 41 | 52 |
Avg Bars in Winners | 102 | 108 | 98 | 102 | 108 | 98 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 4461 | 1991 | 2470 | 4461 | 1991 | 2470 |
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 | 523405 | -17113 | -141119 | -69783 | -81121 | -304371 |
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{ "first_band": { "type": "bbm", "factors": { "length": 201, "offset": 0, "std": 1.02946 } }, "second_band": { "type": "ema", "factors": { "length": 10, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 201, "offset": 0, "std": 1.02946 } }, "second_band": { "type": "ema", "factors": { "length": 10, "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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