Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 35268.7657 | 196440.3369 | -161171.5712 | 5405875.4592 | 1746325.4586 | 3659550.0006 |
Total P&L (%) | 35.2688 | 196.4403 | -161.1716 | 5405.8755 | 1746.3255 | 3659.55 |
Avg Daily Profit (%) | 0.0187 | 0.104 | -0.0854 | 0.2125 | 0.1545 | 0.1923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -347661 | -68340 | -338159 | -3199316 | -1734145 | -3399781 |
Profit Factor | 1.051 | 2.0264 | 0.6775 | 1.7209 | 1.4578 | 1.9934 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 46 | 20 | 26 | 36 | 19 | 17 |
Losing Trades | 18 | 12 | 6 | 28 | 13 | 15 |
Profitability (%) | 71.875 | 62.5 | 81.25 | 56.25 | 59.375 | 53.125 |
Ratio Avg Win / Avg Loss | 0.4113 | 1.2158 | 0.1563 | 1.3385 | 0.9974 | 1.7589 |
Largest Winning Trade | 81579 | 81579 | 41960 | 4028373 | 729033 | 4028373 |
Largest Losing Trade | -338159 | -38959 | -338159 | -1734145 | -1734145 | -820748 |
Avg Bars in Trades | 111 | 133 | 89 | 111 | 133 | 89 |
Avg Bars in Winners | 47 | 41 | 51 | 110 | 131 | 86 |
Avg Bars in Losers | 276 | 286 | 254 | 113 | 136 | 92 |
Bars Traded | 7143 | 4279 | 2864 | 7143 | 4279 | 2864 |
Profit Streak | 79.5472 | 79.5472 | 329.5472 | 79.5472 | 79.5472 | 329.5472 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -475901 | -49209 | -575373 | -131025 | 315772 | 488082 |
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{ "first_band": { "type": "bbm", "factors": { "length": 28, "offset": 0, "std": 1.95627 } }, "second_band": { "type": "ema", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 28, "offset": 0, "std": 1.95627 } }, "second_band": { "type": "ema", "factors": { "length": 211, "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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