Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1490897.8971 | 1468900.7472 | 21997.1498 | 9094.9608 | 3654188.4477 | -3645093.4868 |
Total P&L (%) | 1490.8979 | 1468.9007 | 21.9972 | 9.095 | 3654.1884 | -3645.0935 |
Avg Daily Profit (%) | 0.6275 | 0.6182 | 0.0093 | 0.0037 | 0.1527 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -262107 | -159350 | -151683 | -12973531 | -5522530 | -7799943 |
Profit Factor | 1.8449 | 2.685 | 1.0246 | 1.0003 | 1.2464 | 0.7923 |
Total Trades | 453 | 227 | 226 | 453 | 227 | 226 |
Winning Trades | 184 | 88 | 96 | 184 | 88 | 96 |
Losing Trades | 269 | 139 | 130 | 269 | 139 | 130 |
Profitability (%) | 40.6181 | 38.7665 | 42.4779 | 40.6181 | 38.7665 | 42.4779 |
Ratio Avg Win / Avg Loss | 2.6971 | 4.2411 | 1.3875 | 1.4624 | 1.9687 | 1.0729 |
Largest Winning Trade | 1060647 | 1060647 | 50654 | 6549829 | 6549829 | 1945256 |
Largest Losing Trade | -48751 | -38984 | -48751 | -3572916 | -3572916 | -2269966 |
Avg Bars in Trades | 10 | 12 | 8 | 10 | 12 | 8 |
Avg Bars in Winners | 16 | 22 | 10 | 16 | 22 | 10 |
Avg Bars in Losers | 6 | 5 | 7 | 6 | 5 | 7 |
Bars Traded | 4647 | 2753 | 1893 | 4647 | 2753 | 1893 |
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 | 510807 | 477938 | -381466 | -574920 | 181521 | -581131 |
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{ "first_band": { "type": "ema", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 210, "offset": 0, "std": 4.49586 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 210, "offset": 0, "std": 4.49586 } } }
# | 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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