Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3908359.5993 | 3849789.1987 | 58570.4006 | 1447788.8819 | 1203103.9771 | 244684.9048 |
Total P&L (%) | 3908.3596 | 3849.7892 | 58.5704 | 1447.7889 | 1203.104 | 244.6849 |
Avg Daily Profit (%) | 1.7563 | 1.73 | 0.0263 | 0.1232 | 0.1154 | 0.0556 |
Buy And Hold Return (%) | 448.2166 | 448.2166 | 448.2166 | 448.2166 | 448.2166 | 448.2166 |
Max Trade Drawdown | -109566 | -64126 | -83610 | -3800217 | -2357064 | -3365563 |
Profit Factor | 9.0318 | 18.5575 | 1.2191 | 1.1303 | 1.2544 | 1.0384 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 38.9831 | 44.8276 | 33.3333 | 38.9831 | 44.8276 | 33.3333 |
Ratio Avg Win / Avg Loss | 14.1367 | 22.84 | 2.4382 | 1.7692 | 1.5439 | 2.0767 |
Largest Winning Trade | 3838747 | 3838747 | 53031 | 1899565 | 1899565 | 1706382 |
Largest Losing Trade | -52945 | -42381 | -52945 | -1762622 | -918961 | -1762622 |
Avg Bars in Trades | 108 | 98 | 118 | 108 | 98 | 118 |
Avg Bars in Winners | 214 | 165 | 278 | 214 | 165 | 278 |
Avg Bars in Losers | 40 | 43 | 39 | 40 | 43 | 39 |
Bars Traded | 6410 | 2845 | 3565 | 6410 | 2845 | 3565 |
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 | -161537 | 735657 | -329319 | -291158 | -43018 | -468169 |
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{ "first_band": { "type": "ema", "factors": { "length": 132, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 22, "offset": 0, "std": 1.54936 } } }
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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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