Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1668195.2576 | 1516303.8323 | 151891.4253 | 1478650.1578 | -570714.7732 | 2049364.931 |
Total P&L (%) | 1668.1953 | 1516.3038 | 151.8914 | 1478.6502 | -570.7148 | 2049.3649 |
Avg Daily Profit (%) | 0.7096 | 0.645 | 0.0646 | 0.1174 | 0 | 0.1306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141136 | -70429 | -130182 | -2534703 | -1621416 | -1273581 |
Profit Factor | 3.2855 | 5.2771 | 1.4046 | 1.2302 | 0.8377 | 1.7054 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 65 | 38 | 27 | 65 | 38 | 27 |
Profitability (%) | 38.0952 | 28.3019 | 48.0769 | 38.0952 | 28.3019 | 48.0769 |
Ratio Avg Win / Avg Loss | 5.339 | 13.3686 | 1.517 | 1.9991 | 2.1222 | 1.8418 |
Largest Winning Trade | 1388495 | 1388495 | 66903 | 1648839 | 1163760 | 1648839 |
Largest Losing Trade | -54491 | -26206 | -54491 | -1273581 | -753769 | -1273581 |
Avg Bars in Trades | 132 | 109 | 155 | 132 | 109 | 155 |
Avg Bars in Winners | 248 | 223 | 264 | 248 | 223 | 264 |
Avg Bars in Losers | 60 | 64 | 55 | 60 | 64 | 55 |
Bars Traded | 13900 | 5810 | 8089 | 13900 | 5810 | 8089 |
Profit Streak | 0 | 0 | 45.5525 | 0 | 0 | 45.5525 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515671 | -175755 | -285069 | -39387 | -773595 | -195295 |
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{ "first_band": { "type": "ema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 32, "offset": 0, "std": 3.69051 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 32, "offset": 0, "std": 3.69051 } } }
# | 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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