Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1423725.5563 | 1382304.6193 | 41420.937 | 392636.5044 | 286524.6311 | 106111.8733 |
Total P&L (%) | 1423.7256 | 1382.3046 | 41.4209 | 392.6365 | 286.5246 | 106.1119 |
Avg Daily Profit (%) | 0.7677 | 0.7454 | 0.0223 | 0.086 | 0.0729 | 0.039 |
Buy And Hold Return (%) | 29.4353 | 29.4353 | 29.4353 | 29.4353 | 29.4353 | 29.4353 |
Max Trade Drawdown | -126428 | -110511 | -61538 | -998965 | -892943 | -475346 |
Profit Factor | 3.3795 | 5.4871 | 1.1427 | 1.1034 | 1.1513 | 1.0557 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 32.9412 | 25.5814 | 40.4762 | 32.9412 | 25.5814 | 40.4762 |
Ratio Avg Win / Avg Loss | 6.8798 | 15.9625 | 1.6804 | 2.2462 | 3.3493 | 1.5526 |
Largest Winning Trade | 1359843 | 1359843 | 65949 | 794865 | 794865 | 525066 |
Largest Losing Trade | -23369 | -19360 | -23369 | -199412 | -191705 | -199412 |
Avg Bars in Trades | 84 | 74 | 94 | 84 | 74 | 94 |
Avg Bars in Winners | 168 | 170 | 167 | 168 | 170 | 167 |
Avg Bars in Losers | 43 | 41 | 45 | 43 | 41 | 45 |
Bars Traded | 7170 | 3188 | 3982 | 7170 | 3188 | 3982 |
Profit Streak | 0 | 0 | 39.3774 | 0 | 0 | 39.3774 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 466042 | -6350 | -267678 | -190192 | -175731 | -304585 |
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{ "first_band": { "type": "bbm", "factors": { "length": 104, "offset": 0, "std": 1.86581 } }, "second_band": { "type": "ema", "factors": { "length": 26, "offset": 0 } } }
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# | 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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