Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 93762.5323 | 11902.8669 | 81859.6654 | 107258.7658 | 21765.9256 | 85492.8402 |
Total P&L (%) | 93.7625 | 11.9029 | 81.8597 | 107.2588 | 21.7659 | 85.4928 |
Avg Daily Profit (%) | 0.36 | 0.0457 | 0.3143 | 0.2802 | 0.0756 | 0.2375 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42657 | -11966 | -42383 | -106892 | -27144 | -106892 |
Profit Factor | 1.6038 | 1.2092 | 1.8319 | 1.3106 | 1.1917 | 1.3688 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 60.9195 | 56.8182 | 65.1163 | 60.9195 | 56.8182 | 65.1163 |
Ratio Avg Win / Avg Loss | 1.0288 | 0.919 | 0.9814 | 0.8407 | 0.9057 | 0.7333 |
Largest Winning Trade | 24347 | 5784 | 24347 | 28414 | 12833 | 28414 |
Largest Losing Trade | -26434 | -7020 | -26434 | -69689 | -14818 | -69689 |
Avg Bars in Trades | 268 | 49 | 493 | 268 | 49 | 493 |
Avg Bars in Winners | 199 | 45 | 336 | 199 | 45 | 336 |
Avg Bars in Losers | 378 | 54 | 787 | 378 | 54 | 787 |
Bars Traded | 23402 | 2170 | 21232 | 23402 | 2170 | 21232 |
Profit Streak | 5.0715 | 5.0715 | 13.5299 | 5.0715 | 5.0715 | 13.5299 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454586 | -240317 | 395619 | 306096 | -108682 | 304998 |
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{ "first_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 2.07898 } }, "second_band": { "type": "ema", "factors": { "length": 229, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 2.07898 } }, "second_band": { "type": "ema", "factors": { "length": 229, "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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