Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1266218.6613 | 1200649.6809 | 65568.9804 | 2259614.5053 | 2444477.9949 | -184863.4896 |
Total P&L (%) | 1266.2187 | 1200.6497 | 65.569 | 2259.6145 | 2444.478 | -184.8635 |
Avg Daily Profit (%) | 0.694 | 0.6581 | 0.0359 | 0.1734 | 0.1775 | 0 |
Buy And Hold Return (%) | 693.3114 | 693.3114 | 693.3114 | 693.3114 | 693.3114 | 693.3114 |
Max Trade Drawdown | -103982 | -108272 | -34075 | -4834606 | -3952957 | -1741323 |
Profit Factor | 3.9291 | 5.2697 | 1.434 | 1.1523 | 1.2583 | 0.9656 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 50.8475 | 44.8276 | 56.6667 | 50.8475 | 44.8276 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.7981 | 6.4858 | 1.0966 | 1.1139 | 1.5486 | 0.7384 |
Largest Winning Trade | 581336 | 581336 | 46023 | 3934806 | 3934806 | 935936 |
Largest Losing Trade | -59041 | -59041 | -26155 | -2170837 | -2170837 | -1529748 |
Avg Bars in Trades | 115 | 196 | 36 | 115 | 196 | 36 |
Avg Bars in Winners | 143 | 281 | 38 | 143 | 281 | 38 |
Avg Bars in Losers | 85 | 127 | 34 | 85 | 127 | 34 |
Bars Traded | 6801 | 5693 | 1108 | 6801 | 5693 | 1108 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168166 | 331268 | -308947 | -227413 | 146718 | -579961 |
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{ "first_band": { "type": "ema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 152, "offset": 0, "std": 1.08713 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 104, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 152, "offset": 0, "std": 1.08713 } } }
# | 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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