Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1316519.8987 | 1254798.0263 | 61721.8724 | 3881139.1747 | 4281841.4763 | -400702.3015 |
Total P&L (%) | 1316.5199 | 1254.798 | 61.7219 | 3881.1392 | 4281.8415 | -400.7023 |
Avg Daily Profit (%) | 0.7217 | 0.6879 | 0.0338 | 0.2022 | 0.2074 | 0 |
Buy And Hold Return (%) | 714.9822 | 714.9822 | 714.9822 | 714.9822 | 714.9822 | 714.9822 |
Max Trade Drawdown | -113641 | -58455 | -62844 | -5508119 | -3248127 | -3106168 |
Profit Factor | 3.3486 | 6.2331 | 1.1924 | 1.2469 | 1.7092 | 0.9586 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 43.617 | 40.4255 | 46.8085 | 43.617 | 40.4255 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.3286 | 9.1856 | 1.355 | 1.6119 | 2.5188 | 1.0893 |
Largest Winning Trade | 631037 | 631037 | 78088 | 4329978 | 4329978 | 1777075 |
Largest Losing Trade | -27554 | -21215 | -27554 | -1489495 | -1167433 | -1489495 |
Avg Bars in Trades | 114 | 104 | 123 | 114 | 104 | 123 |
Avg Bars in Winners | 183 | 167 | 196 | 183 | 167 | 196 |
Avg Bars in Losers | 60 | 61 | 59 | 60 | 61 | 59 |
Bars Traded | 10720 | 4919 | 5801 | 10720 | 4919 | 5801 |
Profit Streak | 19.1622 | 19.1622 | 39.9955 | 19.1622 | 19.1622 | 39.9955 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366951 | 328696 | -322074 | 256295 | 272982 | -578843 |
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{ "first_band": { "type": "ema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 41, "offset": 0, "std": 4.50468 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 41, "offset": 0, "std": 4.50468 } } }
# | 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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