Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 368473.463 | 351957.1296 | 16516.3334 | 160909.5125 | 108393.8963 | 52515.6161 |
Total P&L (%) | 368.4735 | 351.9571 | 16.5163 | 160.9095 | 108.3939 | 52.5156 |
Avg Daily Profit (%) | 0.3537 | 0.3379 | 0.0159 | 0.0921 | 0.0705 | 0.0405 |
Buy And Hold Return (%) | 62.5814 | 62.5814 | 62.5814 | 62.5814 | 62.5814 | 62.5814 |
Max Trade Drawdown | -96546 | -99356 | -8030 | -418200 | -426478 | -20211 |
Profit Factor | 1.774 | 1.8449 | 1.2776 | 1.1285 | 1.0971 | 1.3883 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 77 | 30 | 47 | 77 | 30 | 47 |
Losing Trades | 126 | 71 | 55 | 126 | 71 | 55 |
Profitability (%) | 37.931 | 29.703 | 46.0784 | 37.931 | 29.703 | 46.0784 |
Ratio Avg Win / Avg Loss | 2.903 | 4.3663 | 1.4951 | 1.8467 | 2.5964 | 1.6246 |
Largest Winning Trade | 287929 | 287929 | 5953 | 230276 | 230276 | 21067 |
Largest Losing Trade | -34384 | -34384 | -3386 | -144506 | -144506 | -9196 |
Avg Bars in Trades | 121 | 240 | 4 | 121 | 240 | 4 |
Avg Bars in Winners | 175 | 444 | 4 | 175 | 444 | 4 |
Avg Bars in Losers | 88 | 153 | 4 | 88 | 153 | 4 |
Bars Traded | 24700 | 24270 | 430 | 24700 | 24270 | 430 |
Profit Streak | 13.6176 | 34.2842 | 13.6176 | 13.6176 | 34.2842 | 13.6176 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324169 | 108159 | -338146 | -154070 | -228475 | -303739 |
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{ "first_band": { "type": "ema", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 3.17155 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 30, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 13, "offset": 0, "std": 3.17155 } } }
# | 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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