Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828292.8889 | 725147.7193 | 103145.1696 | 2091411.556 | 2380717.3507 | -289305.7947 |
Total P&L (%) | 828.2929 | 725.1477 | 103.1452 | 2091.4116 | 2380.7174 | -289.3058 |
Avg Daily Profit (%) | 0.3298 | 0.2887 | 0.0411 | 0.123 | 0.1279 | 0 |
Buy And Hold Return (%) | 205.2867 | 205.2867 | 205.2867 | 205.2867 | 205.2867 | 205.2867 |
Max Trade Drawdown | -167296 | -77333 | -168790 | -1345384 | -203083 | -1442976 |
Profit Factor | 2.9281 | 4.6744 | 1.4441 | 1.9554 | 4.908 | 0.8169 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 59.322 | 55.1724 | 63.3333 | 59.322 | 55.1724 | 63.3333 |
Ratio Avg Win / Avg Loss | 2.0078 | 3.798 | 0.8361 | 1.3408 | 3.9877 | 0.4729 |
Largest Winning Trade | 448952 | 448952 | 37867 | 855673 | 855673 | 207480 |
Largest Losing Trade | -67968 | -35609 | -67968 | -990473 | -147352 | -990473 |
Avg Bars in Trades | 160 | 181 | 139 | 160 | 181 | 139 |
Avg Bars in Winners | 141 | 132 | 148 | 141 | 132 | 148 |
Avg Bars in Losers | 187 | 242 | 123 | 187 | 242 | 123 |
Bars Traded | 9442 | 5272 | 4170 | 9442 | 5272 | 4170 |
Profit Streak | 149.9856 | 149.9856 | 356.9856 | 149.9856 | 149.9856 | 356.9856 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -164392 | 536540 | -301484 | -202732 | -12887 | -577734 |
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{ "first_band": { "type": "bbm", "factors": { "length": 205, "offset": 0, "std": 3.66692 } }, "second_band": { "type": "ema", "factors": { "length": 159, "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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