Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3033745.1795 | 2971199.3195 | 62545.86 | 1917521.1069 | 6456919.2379 | -4539398.131 |
Total P&L (%) | 3033.7452 | 2971.1993 | 62.5459 | 1917.5211 | 6456.9192 | -4539.3981 |
Avg Daily Profit (%) | 1.3682 | 1.34 | 0.0282 | 0.1356 | 0.1888 | 0 |
Buy And Hold Return (%) | 601.6232 | 601.6232 | 601.6232 | 601.6232 | 601.6232 | 601.6232 |
Max Trade Drawdown | -160631 | -123941 | -56231 | -22263809 | -17699946 | -6937845 |
Profit Factor | 3.0796 | 4.0555 | 1.1286 | 1.0213 | 1.1083 | 0.8508 |
Total Trades | 494 | 247 | 247 | 494 | 247 | 247 |
Winning Trades | 205 | 89 | 116 | 205 | 89 | 116 |
Losing Trades | 289 | 158 | 131 | 289 | 158 | 131 |
Profitability (%) | 41.498 | 36.0324 | 46.9636 | 41.498 | 36.0324 | 46.9636 |
Ratio Avg Win / Avg Loss | 4.3415 | 7.1996 | 1.2745 | 1.4398 | 1.9675 | 0.9608 |
Largest Winning Trade | 2687792 | 2687792 | 24019 | 23332918 | 23332918 | 1877647 |
Largest Losing Trade | -44961 | -44961 | -20431 | -4022306 | -4022306 | -2314212 |
Avg Bars in Trades | 26 | 46 | 6 | 26 | 46 | 6 |
Avg Bars in Winners | 39 | 81 | 7 | 39 | 81 | 7 |
Avg Bars in Losers | 17 | 27 | 6 | 17 | 27 | 6 |
Bars Traded | 13217 | 11575 | 1642 | 13217 | 11575 | 1642 |
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 | 640473 | 527546 | -400209 | -212100 | -97063 | -580944 |
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{ "first_band": { "type": "ema", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.21387 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 44, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 3.21387 } } }
# | 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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