Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 558260.2669 | 459170.7368 | 99089.5301 | 441249.2195 | 1146115.9345 | -704866.7149 |
Total P&L (%) | 558.2603 | 459.1707 | 99.0895 | 441.2492 | 1146.1159 | -704.8667 |
Avg Daily Profit (%) | 0.3493 | 0.2873 | 0.062 | 0.1057 | 0.158 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193736 | -156842 | -78545 | -4611819 | -3462723 | -1781376 |
Profit Factor | 2.2868 | 2.7818 | 1.5626 | 1.0564 | 1.2602 | 0.7935 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 42.1687 | 38.0952 | 46.3415 | 42.1687 | 38.0952 | 46.3415 |
Ratio Avg Win / Avg Loss | 3.1362 | 4.5205 | 1.8093 | 1.4488 | 2.0478 | 0.9188 |
Largest Winning Trade | 354700 | 354700 | 62513 | 2978158 | 2978158 | 998718 |
Largest Losing Trade | -27350 | -27350 | -24956 | -1139837 | -1116413 | -1139837 |
Avg Bars in Trades | 54 | 53 | 56 | 54 | 53 | 56 |
Avg Bars in Winners | 92 | 94 | 90 | 92 | 94 | 90 |
Avg Bars in Losers | 27 | 28 | 26 | 27 | 28 | 26 |
Bars Traded | 4554 | 2253 | 2301 | 4554 | 2253 | 2301 |
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 | 336393 | 327231 | -108732 | -214635 | 145565 | -582165 |
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{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 1.77493 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 1.77493 } } }
# | 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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