Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1321475.5389 | 1187674.2326 | 133801.3062 | 5829746.9766 | 5183869.6661 | 645877.3106 |
Total P&L (%) | 1321.4755 | 1187.6742 | 133.8013 | 5829.747 | 5183.8697 | 645.8773 |
Avg Daily Profit (%) | 0.6005 | 0.5397 | 0.0608 | 0.1857 | 0.1804 | 0.0914 |
Buy And Hold Return (%) | 565.2328 | 565.2328 | 565.2328 | 565.2328 | 565.2328 | 565.2328 |
Max Trade Drawdown | -105836 | -78227 | -94580 | -2338189 | -1817714 | -1388874 |
Profit Factor | 4.29 | 6.8372 | 1.6751 | 1.9393 | 2.3697 | 1.2667 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 45.614 | 37.931 | 53.5714 | 45.614 | 37.931 | 53.5714 |
Ratio Avg Win / Avg Loss | 5.115 | 11.1882 | 1.4517 | 2.3122 | 3.8777 | 1.0978 |
Largest Winning Trade | 463544 | 463544 | 67090 | 4985976 | 4985976 | 1030623 |
Largest Losing Trade | -88364 | -24711 | -88364 | -1295875 | -1295875 | -1042314 |
Avg Bars in Trades | 112 | 103 | 122 | 112 | 103 | 122 |
Avg Bars in Winners | 165 | 165 | 165 | 165 | 165 | 165 |
Avg Bars in Losers | 68 | 65 | 73 | 68 | 65 | 73 |
Bars Traded | 6439 | 3000 | 3439 | 6439 | 3000 | 3439 |
Profit Streak | 0 | 0 | 263.237 | 0 | 0 | 263.237 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167106 | 306238 | -294674 | -169606 | 274883 | -211318 |
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{ "first_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 2.65248 } }, "second_band": { "type": "ema", "factors": { "length": 84, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 204, "offset": 0, "std": 2.65248 } }, "second_band": { "type": "ema", "factors": { "length": 84, "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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