Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 451370.8815 | 375809.1896 | 75561.6919 | 135762.5692 | 689818.1683 | -554055.5991 |
Total P&L (%) | 451.3709 | 375.8092 | 75.5617 | 135.7626 | 689.8182 | -554.0556 |
Avg Daily Profit (%) | 0.2284 | 0.1902 | 0.0382 | 0.0434 | 0.1046 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90291 | -56122 | -109714 | -896180 | -297352 | -876102 |
Profit Factor | 1.7961 | 2.6671 | 1.2212 | 1.048 | 1.6681 | 0.6913 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 57.3171 | 58.5366 | 56.0976 | 57.3171 | 58.5366 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.3375 | 1.8892 | 0.9557 | 0.7804 | 1.1815 | 0.541 |
Largest Winning Trade | 133757 | 133757 | 66045 | 395261 | 390544 | 395261 |
Largest Losing Trade | -81015 | -42703 | -81015 | -845858 | -246302 | -845858 |
Avg Bars in Trades | 142 | 122 | 161 | 142 | 122 | 161 |
Avg Bars in Winners | 182 | 141 | 225 | 182 | 141 | 225 |
Avg Bars in Losers | 87 | 96 | 78 | 87 | 96 | 78 |
Bars Traded | 11647 | 5042 | 6605 | 11647 | 5042 | 6605 |
Profit Streak | 0 | 0 | 707.8842 | 0 | 0 | 707.8842 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 83900 | 495619 | -142100 | -312123 | -49677 | -578994 |
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{ "first_band": { "type": "ema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 80, "offset": 0, "std": 3.38465 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 80, "offset": 0, "std": 3.38465 } } }
# | 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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