Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1085123.0295 | 1112493.3898 | -27370.3603 | 125800.9398 | 185256.8615 | -59455.9217 |
Total P&L (%) | 1085.123 | 1112.4934 | -27.3704 | 125.8009 | 185.2569 | -59.4559 |
Avg Daily Profit (%) | 0.5209 | 0.534 | -0.0131 | 0.0391 | 0.0503 | -0.0433 |
Buy And Hold Return (%) | 151.8741 | 151.8741 | 151.8741 | 151.8741 | 151.8741 | 151.8741 |
Max Trade Drawdown | -154831 | -154367 | -59129 | -1062047 | -1104991 | -176423 |
Profit Factor | 2.3539 | 2.9753 | 0.8851 | 1.0373 | 1.0731 | 0.9291 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 75 | 32 | 43 | 75 | 32 | 43 |
Losing Trades | 112 | 61 | 51 | 112 | 61 | 51 |
Profitability (%) | 40.107 | 34.4086 | 45.7447 | 40.107 | 34.4086 | 45.7447 |
Ratio Avg Win / Avg Loss | 3.5152 | 5.6717 | 1.0498 | 1.549 | 2.0456 | 1.1019 |
Largest Winning Trade | 921379 | 921379 | 19538 | 991853 | 991853 | 102812 |
Largest Losing Trade | -33253 | -33253 | -18538 | -327052 | -327052 | -119259 |
Avg Bars in Trades | 130 | 238 | 24 | 130 | 238 | 24 |
Avg Bars in Winners | 204 | 451 | 20 | 204 | 451 | 20 |
Avg Bars in Losers | 81 | 127 | 27 | 81 | 127 | 27 |
Bars Traded | 24487 | 22210 | 2277 | 24487 | 22210 | 2277 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 446230 | 367403 | -580791 | -487700 | -368478 | -580791 |
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{ "first_band": { "type": "ema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 39, "offset": 0, "std": 4.91059 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 39, "offset": 0, "std": 4.91059 } } }
# | 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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