Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1564496.5778 | 1469784.3476 | 94712.2302 | 299948.5188 | -1032860.6939 | 1332809.2127 |
Total P&L (%) | 1564.4966 | 1469.7843 | 94.7122 | 299.9485 | -1032.8607 | 1332.8092 |
Avg Daily Profit (%) | 0.8753 | 0.8223 | 0.053 | 0.0776 | 0 | 0.1491 |
Buy And Hold Return (%) | 181.1002 | 181.1002 | 181.1002 | 181.1002 | 181.1002 | 181.1002 |
Max Trade Drawdown | -150361 | -174352 | -64614 | -2437158 | -2833205 | -1191530 |
Profit Factor | 4.4608 | 6.4529 | 1.5189 | 1.0477 | 0.7302 | 1.5408 |
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 | 4.3121 | 7.9421 | 1.1615 | 1.0127 | 0.8987 | 1.1783 |
Largest Winning Trade | 1611046 | 1611046 | 39125 | 1280731 | 1280731 | 658398 |
Largest Losing Trade | -35515 | -35515 | -27282 | -760431 | -760431 | -657072 |
Avg Bars in Trades | 76 | 100 | 52 | 76 | 100 | 52 |
Avg Bars in Winners | 88 | 126 | 59 | 88 | 126 | 59 |
Avg Bars in Losers | 64 | 79 | 44 | 64 | 79 | 44 |
Bars Traded | 4503 | 2918 | 1585 | 4503 | 2918 | 1585 |
Profit Streak | 0 | 101.6433 | 0 | 0 | 101.6433 | 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 | -158759 | 727471 | -285691 | -446020 | -582284 | 314296 |
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{ "first_band": { "type": "ema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 56, "offset": 0, "std": 1.05176 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 128, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 56, "offset": 0, "std": 1.05176 } } }
# | 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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