Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6993528.1862 | 7122769.3069 | -129241.1206 | 40462.8657 | 296179.0923 | -255716.2266 |
Total P&L (%) | 6993.5282 | 7122.7693 | -129.2411 | 40.4629 | 296.1791 | -255.7162 |
Avg Daily Profit (%) | 3.5609 | 3.6267 | -0.0658 | 0.0173 | 0.0701 | 0 |
Buy And Hold Return (%) | 1600.5827 | 1600.5827 | 1600.5827 | 1600.5827 | 1600.5827 | 1600.5827 |
Max Trade Drawdown | -196928 | -112868 | -168331 | -935400 | -659647 | -406506 |
Profit Factor | 9.6482 | 16.6465 | 0.6343 | 1.0195 | 1.2479 | 0.7111 |
Total Trades | 158 | 79 | 79 | 158 | 79 | 79 |
Winning Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 37.3418 | 34.1772 | 40.5063 | 37.3418 | 34.1772 | 40.5063 |
Ratio Avg Win / Avg Loss | 16.1893 | 32.0599 | 0.9317 | 1.7106 | 2.4034 | 1.0444 |
Largest Winning Trade | 7256471 | 7256471 | 16910 | 643829 | 643829 | 83032 |
Largest Losing Trade | -44346 | -37042 | -44346 | -198792 | -156033 | -198792 |
Avg Bars in Trades | 23 | 37 | 10 | 23 | 37 | 10 |
Avg Bars in Winners | 39 | 72 | 10 | 39 | 72 | 10 |
Avg Bars in Losers | 14 | 19 | 9 | 14 | 19 | 9 |
Bars Traded | 3776 | 2982 | 793 | 3776 | 2982 | 793 |
Profit Streak | 0 | 0 | 408.1469 | 0 | 0 | 408.1469 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 661677 | -10785 | -610187 | -537347 | -297324 | -608520 |
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{ "first_band": { "type": "ema", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 4.18919 } } }
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# | 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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