Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2700439.1825 | 2611776.1384 | 88663.0441 | 7406741.3188 | 25675316.9943 | -18268575.6755 |
Total P&L (%) | 2700.4392 | 2611.7761 | 88.663 | 7406.7413 | 25675.317 | -18268.5757 |
Avg Daily Profit (%) | 1.215 | 1.1751 | 0.0399 | 0.1945 | 0.2501 | 0 |
Buy And Hold Return (%) | 885.1111 | 885.1111 | 885.1111 | 885.1111 | 885.1111 | 885.1111 |
Max Trade Drawdown | -167310 | -76144 | -121871 | -60894764 | -20464592 | -49638691 |
Profit Factor | 5.099 | 9.4963 | 1.2523 | 1.0464 | 1.3814 | 0.8019 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 41.8605 | 46.5116 | 37.2093 | 41.8605 | 46.5116 | 37.2093 |
Ratio Avg Win / Avg Loss | 7.0819 | 10.9207 | 2.1133 | 1.4534 | 1.5887 | 1.3532 |
Largest Winning Trade | 2313579 | 2313579 | 50247 | 40991865 | 40991865 | 15317653 |
Largest Losing Trade | -34149 | -34149 | -31287 | -13925653 | -9262150 | -13925653 |
Avg Bars in Trades | 76 | 77 | 74 | 76 | 77 | 74 |
Avg Bars in Winners | 123 | 122 | 125 | 123 | 122 | 125 |
Avg Bars in Losers | 41 | 38 | 44 | 41 | 38 | 44 |
Bars Traded | 6548 | 3337 | 3211 | 6548 | 3337 | 3211 |
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 | 554121 | 632133 | -309417 | -164400 | 318704 | -584034 |
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{ "first_band": { "type": "bbm", "factors": { "length": 86, "offset": 0, "std": 3.785 } }, "second_band": { "type": "ema", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 86, "offset": 0, "std": 3.785 } }, "second_band": { "type": "ema", "factors": { "length": 65, "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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