Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449405.0689 | 341573.2407 | 107831.8282 | 177013.2714 | 53660.6587 | 123352.6127 |
Total P&L (%) | 449.4051 | 341.5732 | 107.8318 | 177.0133 | 53.6607 | 123.3526 |
Avg Daily Profit (%) | 0.2351 | 0.1787 | 0.0564 | 0.0533 | 0.0225 | 0.0421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103976 | -108998 | -57495 | -308244 | -311052 | -105600 |
Profit Factor | 1.7491 | 1.9925 | 1.4216 | 1.1545 | 1.078 | 1.269 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 55 | 50 | 60 | 55 | 50 | 60 |
Ratio Avg Win / Avg Loss | 1.431 | 1.9925 | 0.9477 | 0.9446 | 1.078 | 0.846 |
Largest Winning Trade | 301709 | 301709 | 66533 | 250076 | 250076 | 87407 |
Largest Losing Trade | -42848 | -37666 | -42848 | -95737 | -77005 | -95737 |
Avg Bars in Trades | 137 | 115 | 159 | 137 | 115 | 159 |
Avg Bars in Winners | 167 | 152 | 180 | 167 | 152 | 180 |
Avg Bars in Losers | 100 | 78 | 128 | 100 | 78 | 128 |
Bars Traded | 11010 | 4622 | 6388 | 11010 | 4622 | 6388 |
Profit Streak | 13.6519 | 15.3185 | 0 | 13.6519 | 15.3185 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -12402 | 426113 | -117099 | -196530 | -297987 | -137184 |
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{ "first_band": { "type": "ema", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 104, "offset": 0, "std": 4.04452 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 104, "offset": 0, "std": 4.04452 } } }
# | 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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