Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336152.3454 | 1295484.4294 | 40667.916 | 2430159.2245 | 4306530.5093 | -1876371.2848 |
Total P&L (%) | 1336.1523 | 1295.4844 | 40.6679 | 2430.1592 | 4306.5305 | -1876.3713 |
Avg Daily Profit (%) | 0.737 | 0.7146 | 0.0224 | 0.1784 | 0.209 | 0 |
Buy And Hold Return (%) | 626.533 | 626.533 | 626.533 | 626.533 | 626.533 | 626.533 |
Max Trade Drawdown | -162316 | -80893 | -90730 | -14135856 | -7388575 | -7414748 |
Profit Factor | 3.2788 | 6.2606 | 1.1196 | 1.0923 | 1.3961 | 0.8786 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Profitability (%) | 41.6667 | 37.5 | 45.8333 | 41.6667 | 37.5 | 45.8333 |
Ratio Avg Win / Avg Loss | 4.5903 | 10.4343 | 1.3231 | 1.5292 | 2.3268 | 1.0384 |
Largest Winning Trade | 697456 | 697456 | 76686 | 7010305 | 7010305 | 3256913 |
Largest Losing Trade | -35869 | -20131 | -35869 | -3321219 | -3321219 | -2749574 |
Avg Bars in Trades | 111 | 102 | 120 | 111 | 102 | 120 |
Avg Bars in Winners | 185 | 168 | 198 | 185 | 168 | 198 |
Avg Bars in Losers | 59 | 63 | 54 | 59 | 63 | 54 |
Bars Traded | 10722 | 4933 | 5789 | 10722 | 4933 | 5789 |
Profit Streak | 8.6161 | 8.6161 | 29.1161 | 8.6161 | 8.6161 | 29.1161 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412487 | 375281 | -417731 | -113811 | 205595 | -579177 |
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{ "first_band": { "type": "ema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 38, "offset": 0, "std": 4.50149 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 98, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 38, "offset": 0, "std": 4.50149 } } }
# | 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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