Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 284451.1439 | 113327.4503 | 171123.6936 | -1275300.8343 | 1003127.7659 | -2278428.6002 |
Total P&L (%) | 284.4511 | 113.3275 | 171.1237 | -1275.3008 | 1003.1278 | -2278.4286 |
Avg Daily Profit (%) | 0.1705 | 0.0679 | 0.1026 | 0 | 0.144 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -225058 | -50461 | -221271 | -6016190 | -678734 | -6526344 |
Profit Factor | 1.3156 | 1.3737 | 1.2861 | 0.9248 | 1.2077 | 0.8122 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 101 | 49 | 52 | 82 | 44 | 38 |
Losing Trades | 77 | 40 | 37 | 96 | 45 | 51 |
Profitability (%) | 56.7416 | 55.0562 | 58.427 | 46.0674 | 49.4382 | 42.6966 |
Ratio Avg Win / Avg Loss | 1.003 | 1.1214 | 0.9151 | 1.0827 | 1.2352 | 1.09 |
Largest Winning Trade | 63398 | 63398 | 60234 | 3646567 | 701449 | 3646567 |
Largest Losing Trade | -207821 | -19300 | -207821 | -2212596 | -308436 | -2212596 |
Avg Bars in Trades | 37 | 12 | 62 | 37 | 12 | 62 |
Avg Bars in Winners | 33 | 12 | 53 | 37 | 11 | 67 |
Avg Bars in Losers | 41 | 11 | 73 | 36 | 12 | 57 |
Bars Traded | 6594 | 1077 | 5518 | 6594 | 1077 | 5518 |
Profit Streak | 72.3839 | 108.3839 | 72.3839 | 0 | 0 | 0 |
Trades During Streak | 5 | 3 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389902 | -99711 | -55941 | -579708 | -1082 | -582267 |
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{ "first_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 1.89794 } }, "second_band": { "type": "ema", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 1.89794 } }, "second_band": { "type": "ema", "factors": { "length": 52, "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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