Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1161951.5255 | 1110380.5561 | 51570.9694 | 1816540.103 | 1307692.6309 | 508847.4721 |
Total P&L (%) | 1161.9515 | 1110.3806 | 51.571 | 1816.5401 | 1307.6926 | 508.8475 |
Avg Daily Profit (%) | 0.4644 | 0.4438 | 0.0206 | 0.1181 | 0.1058 | 0.0722 |
Buy And Hold Return (%) | 448.808 | 448.808 | 448.808 | 448.808 | 448.808 | 448.808 |
Max Trade Drawdown | -128114 | -71925 | -81527 | -5519759 | -3094766 | -4188662 |
Profit Factor | 3.293 | 5.8613 | 1.1853 | 1.1251 | 1.1788 | 1.0706 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 38.806 | 35.2941 | 42.4242 | 38.806 | 35.2941 | 42.4242 |
Ratio Avg Win / Avg Loss | 5.1928 | 10.7457 | 1.6086 | 1.7742 | 2.1611 | 1.453 |
Largest Winning Trade | 751515 | 751515 | 56111 | 2222452 | 2222452 | 2191288 |
Largest Losing Trade | -47798 | -27085 | -47798 | -1380845 | -975745 | -1380845 |
Avg Bars in Trades | 108 | 98 | 120 | 108 | 98 | 120 |
Avg Bars in Winners | 209 | 199 | 218 | 209 | 199 | 218 |
Avg Bars in Losers | 45 | 42 | 48 | 45 | 42 | 48 |
Bars Traded | 7302 | 3336 | 3966 | 7302 | 3336 | 3966 |
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 | -112514 | 327003 | -349669 | -244531 | -83069 | -366063 |
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{ "first_band": { "type": "ema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 25, "offset": 0, "std": 3.46618 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 129, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 25, "offset": 0, "std": 3.46618 } } }
# | 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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