Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211434.2242 | 131100.8024 | 80333.4218 | 489047.5278 | 362133.4093 | 126914.1184 |
Total P&L (%) | 211.4342 | 131.1008 | 80.3334 | 489.0475 | 362.1334 | 126.9141 |
Avg Daily Profit (%) | 0.8119 | 0.5034 | 0.3085 | 0.6833 | 0.5895 | 0.3151 |
Buy And Hold Return (%) | 29.2125 | 29.2125 | 29.2125 | 29.2125 | 29.2125 | 29.2125 |
Max Trade Drawdown | -37705 | -20615 | -36922 | -235713 | -55463 | -232602 |
Profit Factor | 1.9055 | 2.2371 | 1.6299 | 1.6794 | 2.47 | 1.2681 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 102 | 52 | 50 | 102 | 52 | 50 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 73.3813 | 75.3623 | 71.4286 | 73.3813 | 75.3623 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.6912 | 0.7313 | 0.652 | 0.6092 | 0.8075 | 0.5072 |
Largest Winning Trade | 15883 | 14127 | 15883 | 64278 | 43920 | 64278 |
Largest Losing Trade | -36922 | -17314 | -36922 | -232602 | -51972 | -232602 |
Avg Bars in Trades | 177 | 176 | 178 | 177 | 176 | 178 |
Avg Bars in Winners | 133 | 134 | 132 | 133 | 134 | 132 |
Avg Bars in Losers | 297 | 302 | 292 | 297 | 302 | 292 |
Bars Traded | 24628 | 12149 | 12479 | 24628 | 12149 | 12479 |
Profit Streak | 4.8261 | 11.7948 | 4.8261 | 4.8261 | 11.7948 | 4.8261 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 598436 | -88365 | -86721 | 546444 | -85391 | -87333 |
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{ "first_band": { "type": "bbm", "factors": { "length": 79, "offset": 0, "std": 2.20714 } }, "second_band": { "type": "ema", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 79, "offset": 0, "std": 2.20714 } }, "second_band": { "type": "ema", "factors": { "length": 218, "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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