Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1522576.0479 | 1593940.3159 | -71364.268 | -40394.6707 | 441518.0087 | -481912.6794 |
Total P&L (%) | 1522.576 | 1593.9403 | -71.3643 | -40.3947 | 441.518 | -481.9127 |
Avg Daily Profit (%) | 0.8193 | 0.8577 | -0.0384 | -0.0278 | 0.0909 | 0 |
Buy And Hold Return (%) | 130.2797 | 130.2797 | 130.2797 | 130.2797 | 130.2797 | 130.2797 |
Max Trade Drawdown | -278887 | -195609 | -96463 | -1848980 | -1403741 | -474759 |
Profit Factor | 3.2146 | 4.5487 | 0.7006 | 0.9901 | 1.1603 | 0.6386 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Losing Trades | 45 | 25 | 20 | 45 | 25 | 20 |
Profitability (%) | 43.038 | 35.8974 | 50 | 43.038 | 35.8974 | 50 |
Ratio Avg Win / Avg Loss | 4.2546 | 8.1227 | 0.7006 | 1.3104 | 2.072 | 0.6386 |
Largest Winning Trade | 1527872 | 1527872 | 25565 | 1087775 | 1087775 | 140395 |
Largest Losing Trade | -47507 | -47507 | -34850 | -640782 | -640782 | -220510 |
Avg Bars in Trades | 139 | 261 | 20 | 139 | 261 | 20 |
Avg Bars in Winners | 214 | 488 | 21 | 214 | 488 | 21 |
Avg Bars in Losers | 82 | 133 | 18 | 82 | 133 | 18 |
Bars Traded | 10988 | 10182 | 807 | 10988 | 10182 | 807 |
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 | -14658 | 547788 | -580472 | -613096 | -122818 | -580472 |
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{ "first_band": { "type": "ema", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 37, "offset": 0, "std": 2.06129 } } }
# | 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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