Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73161.8637 | 34303.1742 | 38858.6895 | 90266.8133 | 35090.3523 | 55176.461 |
Total P&L (%) | 73.1619 | 34.3032 | 38.8587 | 90.2668 | 35.0904 | 55.1765 |
Avg Daily Profit (%) | 0.1594 | 0.0747 | 0.0846 | 0.1402 | 0.0655 | 0.0958 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31042 | -15280 | -22996 | -36612 | -16056 | -26062 |
Profit Factor | 1.5918 | 1.6043 | 1.5812 | 1.6339 | 1.5176 | 1.7395 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 142 | 72 | 70 | 142 | 72 | 70 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 74.7368 | 75.7895 | 73.6842 | 74.7368 | 75.7895 | 73.6842 |
Ratio Avg Win / Avg Loss | 0.5381 | 0.5125 | 0.5647 | 0.5523 | 0.4848 | 0.6213 |
Largest Winning Trade | 14567 | 3855 | 14567 | 24343 | 5022 | 24343 |
Largest Losing Trade | -19163 | -12083 | -19163 | -21898 | -13850 | -21898 |
Avg Bars in Trades | 53 | 43 | 64 | 53 | 43 | 64 |
Avg Bars in Winners | 34 | 29 | 39 | 34 | 29 | 39 |
Avg Bars in Losers | 111 | 86 | 133 | 111 | 86 | 133 |
Bars Traded | 10207 | 4086 | 6121 | 10207 | 4086 | 6121 |
Profit Streak | 593.3881 | 0 | 644.7214 | 593.3881 | 0 | 644.7214 |
Trades During Streak | 1 | 0 | 11 | 1 | 0 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413797 | -92813 | -78395 | -1514 | -105778 | -61859 |
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{ "first_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 1.14557 } }, "second_band": { "type": "ema", "factors": { "length": 210, "offset": 0 } } }
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# | 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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