Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272104.6064 | 270700.6641 | 1403.9423 | 627272.0001 | 612910.2549 | 14361.7452 |
Total P&L (%) | 272.1046 | 270.7007 | 1.4039 | 627.272 | 612.9103 | 14.3617 |
Avg Daily Profit (%) | 0.3457 | 0.3439 | 0.0018 | 0.2524 | 0.2499 | 0.0171 |
Buy And Hold Return (%) | 291.6013 | 291.6013 | 291.6013 | 291.6013 | 291.6013 | 291.6013 |
Max Trade Drawdown | -87995 | -85643 | -17019 | -189213 | -188114 | -44069 |
Profit Factor | 2.452 | 2.7412 | 1.044 | 2.4121 | 2.6423 | 1.2022 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 65.7534 | 69.4444 | 62.1622 | 65.7534 | 69.4444 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.2771 | 1.2061 | 0.6355 | 1.2563 | 1.1626 | 0.7318 |
Largest Winning Trade | 63722 | 63722 | 4710 | 279110 | 279110 | 10882 |
Largest Losing Trade | -32473 | -32473 | -9417 | -79076 | -79076 | -31977 |
Avg Bars in Trades | 246 | 497 | 2 | 246 | 497 | 2 |
Avg Bars in Winners | 211 | 405 | 1 | 211 | 405 | 1 |
Avg Bars in Losers | 314 | 708 | 3 | 314 | 708 | 3 |
Bars Traded | 18018 | 17927 | 91 | 18018 | 17927 | 91 |
Profit Streak | 378.6885 | 406.9385 | 378.6885 | 378.6885 | 406.9385 | 378.6885 |
Trades During Streak | 12 | 9 | 6 | 12 | 9 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -225803 | -148836 | -526486 | -66365 | 365532 | -334770 |
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{ "first_band": { "type": "ema", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 35, "offset": 0, "std": 1.94516 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 6, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 35, "offset": 0, "std": 1.94516 } } }
# | 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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