Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 936840.0529 | 826130.4314 | 110709.6215 | 9619667.1878 | 10228588.2382 | -608921.0504 |
Total P&L (%) | 936.8401 | 826.1304 | 110.7096 | 9619.6672 | 10228.5882 | -608.9211 |
Avg Daily Profit (%) | 0.3748 | 0.3305 | 0.0443 | 0.1833 | 0.1857 | 0 |
Buy And Hold Return (%) | 702.4586 | 702.4586 | 702.4586 | 702.4586 | 702.4586 | 702.4586 |
Max Trade Drawdown | -68566 | -47163 | -77074 | -8156660 | -5219546 | -3218097 |
Profit Factor | 2.3592 | 3.4927 | 1.3094 | 1.589 | 2.063 | 0.9092 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 89 | 47 | 42 | 89 | 47 | 42 |
Profitability (%) | 42.2078 | 38.961 | 45.4545 | 42.2078 | 38.961 | 45.4545 |
Ratio Avg Win / Avg Loss | 3.2303 | 5.4719 | 1.5713 | 2.1757 | 3.2321 | 1.0911 |
Largest Winning Trade | 337745 | 337745 | 47037 | 8140929 | 8140929 | 2046414 |
Largest Losing Trade | -50189 | -22636 | -50189 | -2553737 | -2553737 | -1314750 |
Avg Bars in Trades | 95 | 95 | 96 | 95 | 95 | 96 |
Avg Bars in Winners | 142 | 141 | 142 | 142 | 141 | 142 |
Avg Bars in Losers | 62 | 65 | 59 | 62 | 65 | 59 |
Bars Traded | 14781 | 7322 | 7459 | 14781 | 7322 | 7459 |
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 | -50170 | -141421 | -341996 | 310780 | -34413 | -622837 |
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{ "first_band": { "type": "bbm", "factors": { "length": 213, "offset": 0, "std": 4.0032 } }, "second_band": { "type": "ema", "factors": { "length": 108, "offset": 0 } } }
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# | 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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