Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 959665.3537 | 1032154.3067 | -72488.953 | -84101.3997 | 189117.9888 | -273219.3885 |
Total P&L (%) | 959.6654 | 1032.1543 | -72.489 | -84.1014 | 189.118 | -273.2194 |
Avg Daily Profit (%) | 0.5095 | 0.548 | -0.0385 | -0.0976 | 0.0564 | 0 |
Buy And Hold Return (%) | 360.1787 | 360.1787 | 360.1787 | 360.1787 | 360.1787 | 360.1787 |
Max Trade Drawdown | -302750 | -236155 | -100341 | -795351 | -528692 | -290530 |
Profit Factor | 2.5414 | 3.4651 | 0.6444 | 0.9137 | 1.31 | 0.2495 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 38.8235 | 33.3333 | 44.186 | 38.8235 | 33.3333 | 44.186 |
Ratio Avg Win / Avg Loss | 4.0047 | 6.9301 | 0.814 | 1.4397 | 2.62 | 0.3152 |
Largest Winning Trade | 1296779 | 1296779 | 17913 | 751807 | 751807 | 24439 |
Largest Losing Trade | -54040 | -54040 | -37972 | -151885 | -151885 | -109793 |
Avg Bars in Trades | 99 | 175 | 24 | 99 | 175 | 24 |
Avg Bars in Winners | 146 | 309 | 26 | 146 | 309 | 26 |
Avg Bars in Losers | 68 | 109 | 22 | 68 | 109 | 22 |
Bars Traded | 8425 | 7383 | 1042 | 8425 | 7383 | 1042 |
Profit Streak | 188.7053 | 0 | 199.7053 | 188.7053 | 0 | 199.7053 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309158 | 286954 | -582117 | -582642 | -288590 | -582117 |
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{ "first_band": { "type": "ema", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 213, "offset": 0, "std": 3.82567 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 213, "offset": 0, "std": 3.82567 } } }
# | 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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