Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2260792.5545 | -102177.5192 | -2158615.0353 | 395724.251 | 6921982.0739 | -6526257.8229 |
Total P&L (%) | -2260.7926 | -102.1775 | -2158.615 | 395.7243 | 6921.9821 | -6526.2578 |
Avg Daily Profit (%) | -1.206 | -0.0545 | -1.1515 | 0.0854 | 0.2271 | 0 |
Buy And Hold Return (%) | 563.5516 | 563.5516 | 563.5516 | 563.5516 | 563.5516 | 563.5516 |
Max Trade Drawdown | -2364884 | -162323 | -2237242 | -7838371 | -1114656 | -9805999 |
Profit Factor | 0.2074 | 0.6954 | 0.1423 | 1.0219 | 3.0521 | 0.557 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 46 | 21 | 25 | 44 | 25 | 19 |
Losing Trades | 35 | 19 | 16 | 37 | 15 | 22 |
Profitability (%) | 56.7901 | 52.5 | 60.9756 | 54.321 | 62.5 | 46.3415 |
Ratio Avg Win / Avg Loss | 0.1578 | 0.6292 | 0.0911 | 0.8593 | 1.8313 | 0.645 |
Largest Winning Trade | 34471 | 34471 | 28912 | 3834799 | 3834799 | 2697477 |
Largest Losing Trade | -1621983 | -55000 | -1621983 | -4099568 | -1114656 | -4099568 |
Avg Bars in Trades | 135 | 145 | 124 | 135 | 145 | 124 |
Avg Bars in Winners | 75 | 74 | 77 | 156 | 168 | 140 |
Avg Bars in Losers | 213 | 224 | 199 | 109 | 107 | 111 |
Bars Traded | 10945 | 5821 | 5124 | 10945 | 5821 | 5124 |
Profit Streak | 62.137 | 84.137 | 62.137 | 62.137 | 84.137 | 62.137 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -594729 | -579464 | -578344 | -457100 | 601545 | -581190 |
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{ "first_band": { "type": "ema", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 4.55899 } } }
# | 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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