Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 10269535.8656 | 10169963.801 | 99572.0646 | 58915013.9465 | 49814168.4979 | 9100845.4486 |
Total P&L (%) | 10269.5359 | 10169.9638 | 99.5721 | 58915.0139 | 49814.1685 | 9100.8454 |
Avg Daily Profit (%) | 4.536 | 4.492 | 0.044 | 0.2822 | 0.2748 | 0.1999 |
Buy And Hold Return (%) | 8837.7501 | 8837.7501 | 8837.7501 | 8837.7501 | 8837.7501 | 8837.7501 |
Max Trade Drawdown | -66604 | -62577 | -44066 | -24776856 | -12017332 | -27798093 |
Profit Factor | 17.9082 | 34.3305 | 1.3294 | 1.4643 | 1.8072 | 1.1396 |
Total Trades | 166 | 83 | 83 | 166 | 83 | 83 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 42.1687 | 42.1687 | 42.1687 | 42.1687 | 42.1687 | 42.1687 |
Ratio Avg Win / Avg Loss | 24.5599 | 47.0818 | 1.8232 | 2.0082 | 2.4785 | 1.5629 |
Largest Winning Trade | 9875602 | 9875602 | 35489 | 36519147 | 36519147 | 17309996 |
Largest Losing Trade | -25034 | -20677 | -25034 | -14474843 | -8847388 | -14474843 |
Avg Bars in Trades | 80 | 91 | 69 | 80 | 91 | 69 |
Avg Bars in Winners | 132 | 159 | 105 | 132 | 159 | 105 |
Avg Bars in Losers | 42 | 42 | 42 | 42 | 42 | 42 |
Bars Traded | 13346 | 7607 | 5739 | 13346 | 7607 | 5739 |
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 | -93079 | -97785 | -301945 | 307478 | 281477 | -217687 |
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{ "first_band": { "type": "ema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 17, "offset": 0, "std": 1.66569 } } }
# | 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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