Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 10436.7388 | -8909.1371 | 19345.8758 | 10379.9705 | -9055.8572 | 19435.8277 |
Total P&L (%) | 10.4367 | -8.9091 | 19.3459 | 10.38 | -9.0559 | 19.4358 |
Avg Daily Profit (%) | 0.6012 | -0.5132 | 1.1144 | 0.5705 | -0.5453 | 1.0283 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -9234 | -9309 | -4432 | -9596 | -9475 | -4679 |
Profit Factor | 1.5078 | 0.2666 | 3.301 | 1.4907 | 0.2715 | 3.2279 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 25 | 8 | 17 | 25 | 8 | 17 |
Losing Trades | 42 | 26 | 16 | 42 | 26 | 16 |
Profitability (%) | 37.3134 | 23.5294 | 51.5152 | 37.3134 | 23.5294 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.533 | 0.8664 | 3.1069 | 2.5044 | 0.8822 | 3.038 |
Largest Winning Trade | 4474 | 859 | 4474 | 4682 | 907 | 4682 |
Largest Losing Trade | -3070 | -2210 | -3070 | -3235 | -2258 | -3235 |
Avg Bars in Trades | 338 | 33 | 652 | 338 | 33 | 652 |
Avg Bars in Winners | 492 | 35 | 708 | 492 | 35 | 708 |
Avg Bars in Losers | 246 | 32 | 594 | 246 | 32 | 594 |
Bars Traded | 22672 | 1126 | 21546 | 22672 | 1126 | 21546 |
Profit Streak | 2.7247 | 3.0531 | 0 | 2.7247 | 3.0531 | 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 | -267905 | -619801 | 380457 | -270037 | -619801 | 374845 |
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{ "first_band": { "type": "bbu", "factors": { "length": 83, "offset": 0, "std": 2.76538 } }, "second_band": { "type": "ema", "factors": { "length": 248, "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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