Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1247186.9686 | 1217079.6754 | 30107.2933 | 1371771.5585 | 2924175.0671 | -1552403.5086 |
Total P&L (%) | 1247.187 | 1217.0797 | 30.1073 | 1371.7716 | 2924.1751 | -1552.4035 |
Avg Daily Profit (%) | 0.6855 | 0.6689 | 0.0165 | 0.1479 | 0.1875 | 0 |
Buy And Hold Return (%) | 622.0339 | 622.0339 | 622.0339 | 622.0339 | 622.0339 | 622.0339 |
Max Trade Drawdown | -113420 | -92699 | -77860 | -3471925 | -2524679 | -1871581 |
Profit Factor | 2.548 | 3.9507 | 1.0766 | 1.0933 | 1.397 | 0.7883 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 119 | 61 | 58 | 119 | 61 | 58 |
Profitability (%) | 41.3793 | 39.604 | 43.1373 | 41.3793 | 39.604 | 43.1373 |
Ratio Avg Win / Avg Loss | 3.6097 | 6.0248 | 1.4191 | 1.5489 | 2.1305 | 1.0392 |
Largest Winning Trade | 738930 | 738930 | 63748 | 3448562 | 3448562 | 603758 |
Largest Losing Trade | -23947 | -17229 | -23947 | -875448 | -650473 | -875448 |
Avg Bars in Trades | 17 | 20 | 13 | 17 | 20 | 13 |
Avg Bars in Winners | 27 | 36 | 20 | 27 | 36 | 20 |
Avg Bars in Losers | 9 | 11 | 8 | 9 | 11 | 8 |
Bars Traded | 3496 | 2116 | 1380 | 3496 | 2116 | 1380 |
Profit Streak | 0 | 71.1876 | 0 | 0 | 71.1876 | 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 | 294381 | 302428 | -475495 | -119484 | 166614 | -581784 |
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{ "first_band": { "type": "ema", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 2.28481 } } }
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# | 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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