Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2196593.8645 | 2169758.5598 | 26835.3047 | 124781.8476 | 162439.8355 | -37657.9878 |
Total P&L (%) | 2196.5939 | 2169.7586 | 26.8353 | 124.7818 | 162.4398 | -37.658 |
Avg Daily Profit (%) | 0.9092 | 0.8981 | 0.0111 | 0.0335 | 0.0399 | -0.0196 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175824 | -158737 | -58600 | -1342729 | -1117944 | -407027 |
Profit Factor | 6.1646 | 8.4409 | 1.2007 | 1.0629 | 1.1176 | 0.9376 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 47.9452 | 41.6667 | 54.0541 | 47.9452 | 41.6667 | 54.0541 |
Ratio Avg Win / Avg Loss | 6.693 | 11.8173 | 1.0206 | 1.154 | 1.5647 | 0.797 |
Largest Winning Trade | 2374722 | 2374722 | 16305 | 1342460 | 1342460 | 141323 |
Largest Losing Trade | -37971 | -37971 | -17984 | -261902 | -261902 | -206908 |
Avg Bars in Trades | 85 | 155 | 16 | 85 | 155 | 16 |
Avg Bars in Winners | 107 | 228 | 17 | 107 | 228 | 17 |
Avg Bars in Losers | 64 | 103 | 16 | 64 | 103 | 16 |
Bars Traded | 6211 | 5584 | 627 | 6211 | 5584 | 627 |
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 | -55287 | 667314 | -181103 | -376556 | -232835 | -579969 |
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{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 30, "offset": 0, "std": 4.86586 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 133, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 30, "offset": 0, "std": 4.86586 } } }
# | 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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