Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828061.4713 | 832238.5579 | -4177.0866 | 668485.3055 | 2947176.0011 | -2278690.6956 |
Total P&L (%) | 828.0615 | 832.2386 | -4.1771 | 668.4853 | 2947.176 | -2278.6907 |
Avg Daily Profit (%) | 0.3807 | 0.3826 | -0.0019 | 0.0938 | 0.1572 | 0 |
Buy And Hold Return (%) | 314.4828 | 314.4828 | 314.4828 | 314.4828 | 314.4828 | 314.4828 |
Max Trade Drawdown | -193064 | -132468 | -89358 | -6414606 | -3197510 | -3429428 |
Profit Factor | 2.6301 | 4.9297 | 0.9859 | 1.0698 | 1.766 | 0.6025 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 47.0588 | 50 | 44.1176 | 47.0588 | 50 | 44.1176 |
Ratio Avg Win / Avg Loss | 2.9588 | 4.9297 | 1.2488 | 1.2035 | 1.766 | 0.7632 |
Largest Winning Trade | 483316 | 483316 | 59636 | 4201135 | 4201135 | 1114906 |
Largest Losing Trade | -52055 | -25862 | -52055 | -2343925 | -1273613 | -2343925 |
Avg Bars in Trades | 59 | 83 | 34 | 59 | 83 | 34 |
Avg Bars in Winners | 88 | 122 | 50 | 88 | 122 | 50 |
Avg Bars in Losers | 33 | 45 | 22 | 33 | 45 | 22 |
Bars Traded | 4035 | 2851 | 1184 | 4035 | 2851 | 1184 |
Profit Streak | 18.5293 | 18.5293 | 20.0293 | 18.5293 | 18.5293 | 20.0293 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102694 | 520614 | -580860 | -330994 | 416360 | -582527 |
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{ "first_band": { "type": "ema", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 3.30359 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 247, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 3.30359 } } }
# | 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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