Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1686385.6848 | 1562654.2323 | 123731.4524 | 8013883.4192 | -2357343.4661 | 10371226.8854 |
Total P&L (%) | 1686.3857 | 1562.6542 | 123.7315 | 8013.8834 | -2357.3435 | 10371.2269 |
Avg Daily Profit (%) | 0.9446 | 0.8753 | 0.0693 | 0.2466 | 0 | 0.2609 |
Buy And Hold Return (%) | 444.9823 | 444.9823 | 444.9823 | 444.9823 | 444.9823 | 444.9823 |
Max Trade Drawdown | -96979 | -74457 | -79687 | -10593858 | -9868149 | -4670491 |
Profit Factor | 4.2205 | 6.5485 | 1.5113 | 1.2211 | 0.8896 | 1.6965 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 29 | 9 | 20 | 29 | 9 | 20 |
Losing Trades | 59 | 35 | 24 | 59 | 35 | 24 |
Profitability (%) | 32.9545 | 20.4545 | 45.4545 | 32.9545 | 20.4545 | 45.4545 |
Ratio Avg Win / Avg Loss | 8.5865 | 25.4664 | 1.8135 | 2.4844 | 3.4595 | 2.0358 |
Largest Winning Trade | 1062631 | 1062631 | 69111 | 5470801 | 5470801 | 4437528 |
Largest Losing Trade | -27810 | -27810 | -27502 | -2225634 | -2065712 | -2225634 |
Avg Bars in Trades | 78 | 61 | 96 | 78 | 61 | 96 |
Avg Bars in Winners | 181 | 187 | 178 | 181 | 187 | 178 |
Avg Bars in Losers | 28 | 28 | 27 | 28 | 28 | 27 |
Bars Traded | 6920 | 2689 | 4232 | 6920 | 2689 | 4232 |
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 | 421628 | -30964 | -265396 | 99172 | -628068 | 362279 |
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{ "first_band": { "type": "ema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 17, "offset": 0, "std": 3.14735 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 17, "offset": 0, "std": 3.14735 } } }
# | 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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