Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12374835.1185 | 12391527.8198 | -16692.7013 | 6545540.065 | 9243345.6501 | -2697805.5851 |
Total P&L (%) | 12374.8351 | 12391.5278 | -16.6927 | 6545.5401 | 9243.3457 | -2697.8056 |
Avg Daily Profit (%) | 5.4449 | 5.4522 | -0.0073 | 0.1848 | 0.1998 | 0 |
Buy And Hold Return (%) | 8126.0216 | 8126.0216 | 8126.0216 | 8126.0216 | 8126.0216 | 8126.0216 |
Max Trade Drawdown | -122210 | -76435 | -113718 | -9029822 | -4850855 | -10113449 |
Profit Factor | 28.3416 | 65.3532 | 0.9358 | 1.2369 | 1.845 | 0.8384 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 40.625 | 40.625 | 40.625 | 40.625 | 40.625 | 40.625 |
Ratio Avg Win / Avg Loss | 41.4223 | 95.5162 | 1.3677 | 1.8078 | 2.6965 | 1.2253 |
Largest Winning Trade | 12230943 | 12230943 | 51517 | 7302934 | 7302934 | 3467559 |
Largest Losing Trade | -58482 | -22214 | -58482 | -3774883 | -1372711 | -3774883 |
Avg Bars in Trades | 134 | 124 | 144 | 134 | 124 | 144 |
Avg Bars in Winners | 220 | 195 | 246 | 220 | 195 | 246 |
Avg Bars in Losers | 75 | 76 | 74 | 75 | 76 | 74 |
Bars Traded | 8619 | 3996 | 4623 | 8619 | 3996 | 4623 |
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 | -133021 | 386558 | -582789 | -304483 | -115141 | -582789 |
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{ "first_band": { "type": "ema", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 34, "offset": 0, "std": 2.82371 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 147, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 34, "offset": 0, "std": 2.82371 } } }
# | 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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