Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 125749.4461 | 39023.1614 | 86726.2847 | 105483.1465 | 22695.7497 | 82787.3968 |
Total P&L (%) | 125.7494 | 39.0232 | 86.7263 | 105.4831 | 22.6958 | 82.7874 |
Avg Daily Profit (%) | 0.2414 | 0.0749 | 0.1665 | 0.1384 | 0.0393 | 0.1159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -76924 | -35423 | -47832 | -95669 | -57345 | -68050 |
Profit Factor | 1.3845 | 1.1941 | 1.6882 | 1.2278 | 1.0822 | 1.4428 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 57.9439 | 54.717 | 61.1111 | 57.9439 | 54.717 | 61.1111 |
Ratio Avg Win / Avg Loss | 1.0049 | 0.9882 | 1.0743 | 0.8911 | 0.8956 | 0.9182 |
Largest Winning Trade | 25409 | 25409 | 19695 | 32324 | 32324 | 31748 |
Largest Losing Trade | -34707 | -25547 | -34707 | -36165 | -36165 | -34676 |
Avg Bars in Trades | 228 | 252 | 204 | 228 | 252 | 204 |
Avg Bars in Winners | 189 | 200 | 179 | 189 | 200 | 179 |
Avg Bars in Losers | 281 | 314 | 243 | 281 | 314 | 243 |
Bars Traded | 24414 | 13358 | 11056 | 24414 | 13358 | 11056 |
Profit Streak | 4.1083 | 0 | 13.025 | 4.1083 | 0 | 13.025 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331257 | -283916 | -168681 | -9705 | -457339 | -217122 |
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{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 2.9685 } }, "second_band": { "type": "ema", "factors": { "length": 243, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 2.9685 } }, "second_band": { "type": "ema", "factors": { "length": 243, "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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