Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 888191.4283 | 701210.3023 | 186981.1259 | 4715950.7323 | 88076.8799 | 4627873.8523 |
Total P&L (%) | 888.1914 | 701.2103 | 186.9811 | 4715.9507 | 88.0769 | 4627.8739 |
Avg Daily Profit (%) | 0.3687 | 0.291 | 0.0776 | 0.1609 | 0.0262 | 0.1602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -74985 | -67927 | -79699 | -3283905 | -2849951 | -1135280 |
Profit Factor | 2.9625 | 3.9586 | 1.8674 | 1.4118 | 1.0122 | 2.0988 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 27 | 10 | 17 | 27 | 10 | 17 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 45 | 33.3333 | 56.6667 | 45 | 33.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 3.6208 | 7.9172 | 1.428 | 1.7256 | 2.0243 | 1.605 |
Largest Winning Trade | 338390 | 338390 | 72528 | 2210526 | 1884786 | 2210526 |
Largest Losing Trade | -37101 | -23863 | -37101 | -1291657 | -1291657 | -1027241 |
Avg Bars in Trades | 156 | 131 | 180 | 156 | 131 | 180 |
Avg Bars in Winners | 243 | 232 | 250 | 243 | 232 | 250 |
Avg Bars in Losers | 84 | 81 | 89 | 84 | 81 | 89 |
Bars Traded | 9375 | 3947 | 5428 | 9375 | 3947 | 5428 |
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 | -160307 | 335456 | -86076 | -165861 | -370406 | 450179 |
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{ "first_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 2.58345 } }, "second_band": { "type": "ema", "factors": { "length": 46, "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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