Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 470169.6744 | 409989.6052 | 60180.0692 | 816991.5866 | 1026414.8598 | -209423.2732 |
Total P&L (%) | 470.1697 | 409.9896 | 60.1801 | 816.9916 | 1026.4149 | -209.4233 |
Avg Daily Profit (%) | 0.2502 | 0.2182 | 0.032 | 0.118 | 0.129 | 0 |
Buy And Hold Return (%) | 149.4773 | 149.4773 | 149.4773 | 149.4773 | 149.4773 | 149.4773 |
Max Trade Drawdown | -99396 | -74447 | -57305 | -1912576 | -1269569 | -899119 |
Profit Factor | 2.1513 | 2.9376 | 1.3058 | 1.2008 | 1.4916 | 0.8943 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Profitability (%) | 45.977 | 44.186 | 47.7273 | 45.977 | 44.186 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.5277 | 3.7107 | 1.4302 | 1.4109 | 1.8841 | 0.9794 |
Largest Winning Trade | 264439 | 264439 | 29589 | 805041 | 805041 | 244683 |
Largest Losing Trade | -38634 | -34895 | -38634 | -871236 | -482889 | -871236 |
Avg Bars in Trades | 253 | 247 | 258 | 253 | 247 | 258 |
Avg Bars in Winners | 364 | 369 | 360 | 364 | 369 | 360 |
Avg Bars in Losers | 158 | 151 | 165 | 158 | 151 | 165 |
Bars Traded | 22027 | 10662 | 11365 | 22027 | 10662 | 11365 |
Profit Streak | 49.1 | 0 | 52.5167 | 49.1 | 0 | 52.5167 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302092 | 282108 | -316025 | -37375 | -20381 | -581040 |
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{ "first_band": { "type": "ema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 107, "offset": 0, "std": 1.6708 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 237, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 107, "offset": 0, "std": 1.6708 } } }
# | 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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