Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406288.3766 | 312627.8502 | 93660.5264 | 230835.8217 | 41776.3906 | 189059.4311 |
Total P&L (%) | 406.2884 | 312.6279 | 93.6605 | 230.8358 | 41.7764 | 189.0594 |
Avg Daily Profit (%) | 0.2104 | 0.1619 | 0.0485 | 0.062 | 0.0181 | 0.055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117825 | -127825 | -68599 | -633631 | -530350 | -208860 |
Profit Factor | 1.7747 | 2.1422 | 1.3736 | 1.14 | 1.0496 | 1.2345 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 46.9565 | 42.1053 | 51.7241 | 46.9565 | 42.1053 | 51.7241 |
Ratio Avg Win / Avg Loss | 2.0048 | 2.9455 | 1.282 | 1.2877 | 1.4431 | 1.1522 |
Largest Winning Trade | 288045 | 288045 | 39810 | 306256 | 306256 | 194480 |
Largest Losing Trade | -49186 | -34012 | -49186 | -208860 | -171409 | -208860 |
Avg Bars in Trades | 29 | 36 | 23 | 29 | 36 | 23 |
Avg Bars in Winners | 43 | 64 | 26 | 43 | 64 | 26 |
Avg Bars in Losers | 17 | 16 | 20 | 17 | 16 | 20 |
Bars Traded | 3449 | 2081 | 1368 | 3449 | 2081 | 1368 |
Profit Streak | 0 | 114.8319 | 0 | 0 | 114.8319 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377102 | -171192 | -307155 | -177341 | -519340 | -299363 |
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{ "first_band": { "type": "ema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 239, "offset": 0, "std": 4.11474 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 125, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 239, "offset": 0, "std": 4.11474 } } }
# | 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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