Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 153977.0825 | 38373.4342 | 115603.6483 | 192983.3176 | 46633.9754 | 146349.3423 |
Total P&L (%) | 153.9771 | 38.3734 | 115.6036 | 192.9833 | 46.634 | 146.3493 |
Avg Daily Profit (%) | 0.2956 | 0.0737 | 0.222 | 0.2066 | 0.0735 | 0.1733 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42096 | -41479 | -49538 | -92237 | -88748 | -106547 |
Profit Factor | 1.3781 | 1.2165 | 1.5026 | 1.2612 | 1.1492 | 1.3433 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 187 | 88 | 99 | 187 | 88 | 99 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 65.1568 | 61.5385 | 68.75 | 65.1568 | 61.5385 | 68.75 |
Ratio Avg Win / Avg Loss | 0.737 | 0.7603 | 0.683 | 0.6744 | 0.7183 | 0.6106 |
Largest Winning Trade | 10717 | 10585 | 10717 | 26756 | 15605 | 26756 |
Largest Losing Trade | -41198 | -10002 | -41198 | -88437 | -23091 | -88437 |
Avg Bars in Trades | 85 | 45 | 125 | 85 | 45 | 125 |
Avg Bars in Winners | 58 | 35 | 79 | 58 | 35 | 79 |
Avg Bars in Losers | 136 | 62 | 225 | 136 | 62 | 225 |
Bars Traded | 24602 | 6574 | 18028 | 24602 | 6574 | 18028 |
Profit Streak | 4.9612 | 5.0237 | 4.9612 | 4.9612 | 5.0237 | 4.9612 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409631 | -97561 | 354034 | 356511 | -152995 | 303992 |
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{ "first_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 2.2791 } }, "second_band": { "type": "ema", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 36, "offset": 0, "std": 2.2791 } }, "second_band": { "type": "ema", "factors": { "length": 228, "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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