Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 438710.3569 | 388207.1347 | 50503.2222 | 388704.7711 | 246601.8175 | 142102.9536 |
Total P&L (%) | 438.7104 | 388.2071 | 50.5032 | 388.7048 | 246.6018 | 142.103 |
Avg Daily Profit (%) | 0.4212 | 0.3727 | 0.0485 | 0.1524 | 0.1194 | 0.0849 |
Buy And Hold Return (%) | 128.2905 | 128.2905 | 128.2905 | 128.2905 | 128.2905 | 128.2905 |
Max Trade Drawdown | -112574 | -99591 | -23291 | -738382 | -638697 | -143155 |
Profit Factor | 1.6354 | 1.864 | 1.2094 | 1.1472 | 1.1444 | 1.1522 |
Total Trades | 426 | 213 | 213 | 426 | 213 | 213 |
Winning Trades | 187 | 81 | 106 | 187 | 81 | 106 |
Losing Trades | 239 | 132 | 107 | 239 | 132 | 107 |
Profitability (%) | 43.8967 | 38.0282 | 49.7653 | 43.8967 | 38.0282 | 49.7653 |
Ratio Avg Win / Avg Loss | 2.0902 | 3.0377 | 1.2208 | 1.4661 | 1.8649 | 1.1631 |
Largest Winning Trade | 334130 | 334130 | 21495 | 415902 | 415902 | 75840 |
Largest Losing Trade | -20903 | -20903 | -7145 | -145623 | -145623 | -52794 |
Avg Bars in Trades | 57 | 98 | 16 | 57 | 98 | 16 |
Avg Bars in Winners | 83 | 170 | 16 | 83 | 170 | 16 |
Avg Bars in Losers | 36 | 54 | 15 | 36 | 54 | 15 |
Bars Traded | 24362 | 20932 | 3429 | 24362 | 20932 | 3429 |
Profit Streak | 0 | 23.6671 | 0 | 0 | 23.6671 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350027 | 215845 | -293663 | -54679 | -105179 | -264177 |
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{ "first_band": { "type": "ema", "factors": { "length": 166, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 156, "offset": 0, "std": 4.50701 } } }
# | 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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