Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -970126.7272 | 141881.337 | -1112008.0642 | -10246106.2658 | 5948316.2293 | -16194422.4951 |
Total P&L (%) | -970.1267 | 141.8813 | -1112.0081 | -10246.1063 | 5948.3162 | -16194.4225 |
Avg Daily Profit (%) | -0.4487 | 0.0656 | -0.5143 | 0 | 0.1899 | 0 |
Buy And Hold Return (%) | 344.9372 | 344.9372 | 344.9372 | 344.9372 | 344.9372 | 344.9372 |
Max Trade Drawdown | -1226172 | -78096 | -1257326 | -22768340 | -7014887 | -17477059 |
Profit Factor | 0.4338 | 1.6427 | 0.2549 | 0.6903 | 1.5323 | 0.2607 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 57 | 29 | 28 | 50 | 27 | 23 |
Losing Trades | 33 | 16 | 17 | 40 | 18 | 22 |
Profitability (%) | 63.3333 | 64.4444 | 62.2222 | 55.5556 | 60 | 51.1111 |
Ratio Avg Win / Avg Loss | 0.2511 | 0.9063 | 0.1548 | 0.5522 | 1.0216 | 0.2494 |
Largest Winning Trade | 90783 | 90783 | 60656 | 8199539 | 8199539 | 2080616 |
Largest Losing Trade | -793791 | -62516 | -793791 | -9678782 | -2905884 | -9678782 |
Avg Bars in Trades | 45 | 35 | 55 | 45 | 35 | 55 |
Avg Bars in Winners | 24 | 25 | 23 | 38 | 40 | 36 |
Avg Bars in Losers | 81 | 52 | 108 | 54 | 27 | 75 |
Bars Traded | 4091 | 1589 | 2502 | 4091 | 1589 | 2502 |
Profit Streak | 30.3529 | 31.8529 | 0 | 0 | 0 | 35.8529 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577991 | -268272 | -579127 | -579817 | 389435 | -580024 |
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{ "first_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 2.38982 } }, "second_band": { "type": "ema", "factors": { "length": 121, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 2.38982 } }, "second_band": { "type": "ema", "factors": { "length": 121, "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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