Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2128828.7821 | 2047010.5646 | 81818.2176 | 55534414.0952 | 44836236.8638 | 10698177.2314 |
Total P&L (%) | 2128.8288 | 2047.0106 | 81.8182 | 55534.4141 | 44836.2369 | 10698.1772 |
Avg Daily Profit (%) | 0.9407 | 0.9046 | 0.0362 | 0.2797 | 0.2703 | 0.2071 |
Buy And Hold Return (%) | 9439.2786 | 9439.2786 | 9439.2786 | 9439.2786 | 9439.2786 | 9439.2786 |
Max Trade Drawdown | -88753 | -41891 | -76961 | -46597460 | -14437751 | -32159709 |
Profit Factor | 6.6206 | 13.6119 | 1.378 | 1.8153 | 2.5273 | 1.276 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 52.8571 | 48.5714 | 57.1429 | 52.8571 | 48.5714 | 57.1429 |
Ratio Avg Win / Avg Loss | 5.9048 | 14.4126 | 1.0335 | 1.6191 | 2.676 | 0.957 |
Largest Winning Trade | 1186443 | 1186443 | 50217 | 41930061 | 41930061 | 26584097 |
Largest Losing Trade | -29372 | -21195 | -29372 | -19164215 | -7309976 | -19164215 |
Avg Bars in Trades | 124 | 117 | 131 | 124 | 117 | 131 |
Avg Bars in Winners | 191 | 187 | 194 | 191 | 187 | 194 |
Avg Bars in Losers | 50 | 51 | 48 | 50 | 51 | 48 |
Bars Traded | 8728 | 4111 | 4617 | 8728 | 4111 | 4617 |
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 | -242090 | -144558 | -308900 | -86710 | 408070 | -117000 |
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{ "first_band": { "type": "bbm", "factors": { "length": 124, "offset": 0, "std": 4.30066 } }, "second_band": { "type": "ema", "factors": { "length": 42, "offset": 0 } } }
# | 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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