Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455616.499 | 503626.0328 | -48009.5338 | -87009.118 | 268623.0707 | -355632.1887 |
Total P&L (%) | 455.6165 | 503.626 | -48.0095 | -87.0091 | 268.6231 | -355.6322 |
Avg Daily Profit (%) | 0.1885 | 0.2084 | -0.0199 | -0.0844 | 0.054 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -315534 | -185581 | -299147 | -289684 | -122518 | -498497 |
Profit Factor | 1.3764 | 1.8451 | 0.9219 | 0.9082 | 1.8452 | 0.436 |
Total Trades | 191 | 96 | 95 | 191 | 96 | 95 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 107 | 55 | 52 | 107 | 55 | 52 |
Profitability (%) | 43.9791 | 42.7083 | 45.2632 | 43.9791 | 42.7083 | 45.2632 |
Ratio Avg Win / Avg Loss | 1.7532 | 2.4752 | 1.1149 | 1.1569 | 2.4753 | 0.5272 |
Largest Winning Trade | 293353 | 293353 | 65145 | 199571 | 199571 | 106839 |
Largest Losing Trade | -86157 | -30420 | -86157 | -81595 | -70401 | -81595 |
Avg Bars in Trades | 37 | 34 | 40 | 37 | 34 | 40 |
Avg Bars in Winners | 53 | 48 | 57 | 53 | 48 | 57 |
Avg Bars in Losers | 25 | 24 | 25 | 25 | 24 | 25 |
Bars Traded | 7156 | 3353 | 3803 | 7156 | 3353 | 3803 |
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 | 282357 | 305180 | -581254 | -580452 | -120441 | -582920 |
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{ "first_band": { "type": "ema", "factors": { "length": 8, "offset": 44 } }, "second_band": { "type": "bbm", "factors": { "length": 173, "offset": 0, "std": 4.02654 } } }
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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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