Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2533437.8963 | 2429682.3943 | 103755.5021 | 66633120.3533 | 50341230.2698 | 16291890.0836 |
Total P&L (%) | 2533.4379 | 2429.6824 | 103.7555 | 66633.1204 | 50341.2303 | 16291.8901 |
Avg Daily Profit (%) | 1.1153 | 1.0696 | 0.0457 | 0.2867 | 0.2744 | 0.2247 |
Buy And Hold Return (%) | 8555.191 | 8555.191 | 8555.191 | 8555.191 | 8555.191 | 8555.191 |
Max Trade Drawdown | -80380 | -70729 | -60471 | -14790362 | -16822273 | -14214951 |
Profit Factor | 4.394 | 7.9287 | 1.2622 | 1.4568 | 1.7521 | 1.2064 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 107 | 52 | 55 | 107 | 52 | 55 |
Losing Trades | 141 | 72 | 69 | 141 | 72 | 69 |
Profitability (%) | 43.1452 | 41.9355 | 44.3548 | 43.1452 | 41.9355 | 44.3548 |
Ratio Avg Win / Avg Loss | 5.7902 | 10.9782 | 1.5834 | 1.9197 | 2.426 | 1.5134 |
Largest Winning Trade | 1593443 | 1593443 | 47774 | 35080477 | 35080477 | 11852514 |
Largest Losing Trade | -23646 | -19848 | -23646 | -6990265 | -6794051 | -6990265 |
Avg Bars in Trades | 17 | 22 | 13 | 17 | 22 | 13 |
Avg Bars in Winners | 26 | 37 | 15 | 26 | 37 | 15 |
Avg Bars in Losers | 11 | 12 | 11 | 11 | 12 | 11 |
Bars Traded | 4443 | 2830 | 1613 | 4443 | 2830 | 1613 |
Profit Streak | 0 | 78.5614 | 0 | 0 | 78.5614 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146077 | -145563 | -298860 | 354290 | 343338 | -797 |
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{ "first_band": { "type": "ema", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 2.40513 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 51, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 2.40513 } } }
# | 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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