Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 779203.6172 | 718748.6991 | 60454.9181 | 17733.6666 | 130421.7414 | -112688.0747 |
Total P&L (%) | 779.2036 | 718.7487 | 60.4549 | 17.7337 | 130.4217 | -112.6881 |
Avg Daily Profit (%) | 0.4888 | 0.4509 | 0.0379 | 0.0102 | 0.0524 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153233 | -133290 | -168610 | -1377984 | -884662 | -960289 |
Profit Factor | 1.8748 | 2.5614 | 1.1405 | 1.005 | 1.0793 | 0.9411 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Losing Trades | 75 | 42 | 33 | 75 | 42 | 33 |
Profitability (%) | 41.8605 | 35.3846 | 48.4375 | 41.8605 | 35.3846 | 48.4375 |
Ratio Avg Win / Avg Loss | 2.6039 | 4.6773 | 1.2141 | 1.3958 | 1.9709 | 1.0018 |
Largest Winning Trade | 547205 | 547205 | 53796 | 670447 | 670447 | 497597 |
Largest Losing Trade | -73326 | -40430 | -73326 | -641770 | -231175 | -641770 |
Avg Bars in Trades | 73 | 69 | 76 | 73 | 69 | 76 |
Avg Bars in Winners | 115 | 118 | 113 | 115 | 118 | 113 |
Avg Bars in Losers | 42 | 43 | 41 | 42 | 43 | 41 |
Bars Traded | 9435 | 4543 | 4892 | 9435 | 4543 | 4892 |
Profit Streak | 38.157 | 38.157 | 139.8236 | 38.157 | 38.157 | 139.8236 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 440278 | -122030 | -347285 | -404430 | -392238 | -717516 |
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{ "first_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 2.88453 } }, "second_band": { "type": "ema", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 2.88453 } }, "second_band": { "type": "ema", "factors": { "length": 71, "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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