Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 507613.0508 | 487690.0063 | 19923.0445 | -2272050.7633 | 4738847.2408 | -7010898.0041 |
Total P&L (%) | 507.6131 | 487.69 | 19.923 | -2272.0508 | 4738.8472 | -7010.898 |
Avg Daily Profit (%) | 0.203 | 0.195 | 0.008 | 0 | 0.1553 | 0 |
Buy And Hold Return (%) | 700.7145 | 700.7145 | 700.7145 | 700.7145 | 700.7145 | 700.7145 |
Max Trade Drawdown | -150341 | -63423 | -139941 | -7889821 | -389313 | -7768510 |
Profit Factor | 2.4441 | 5.8462 | 1.0794 | 0.7587 | 8.0046 | 0.1979 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 13 | 7 | 6 | 13 | 7 | 6 |
Profitability (%) | 78.6885 | 76.6667 | 80.6452 | 78.6885 | 76.6667 | 80.6452 |
Ratio Avg Win / Avg Loss | 0.6619 | 1.7793 | 0.2591 | 0.2055 | 2.4362 | 0.0475 |
Largest Winning Trade | 138772 | 138772 | 28359 | 2860191 | 2860191 | 280676 |
Largest Losing Trade | -137658 | -51850 | -137658 | -7724344 | -389313 | -7724344 |
Avg Bars in Trades | 77 | 83 | 72 | 77 | 83 | 72 |
Avg Bars in Winners | 65 | 65 | 64 | 67 | 69 | 65 |
Avg Bars in Losers | 124 | 140 | 106 | 114 | 127 | 99 |
Bars Traded | 4743 | 2497 | 2246 | 4743 | 2497 | 2246 |
Profit Streak | 0 | 129.8631 | 0 | 64.8631 | 0 | 98.8631 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -318115 | -145806 | -478890 | -742499 | 699653 | -576306 |
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{ "first_band": { "type": "bbm", "factors": { "length": 39, "offset": 0, "std": 4.63084 } }, "second_band": { "type": "ema", "factors": { "length": 80, "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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