Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 586067.7696 | 630975.8529 | -44908.0833 | -147681.3088 | -11752.5259 | -135928.783 |
Total P&L (%) | 586.0678 | 630.9759 | -44.9081 | -147.6813 | -11.7525 | -135.9288 |
Avg Daily Profit (%) | 0.2475 | 0.2664 | -0.019 | 0 | -0.0053 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178159 | -114728 | -225838 | -361597 | -158721 | -274968 |
Profit Factor | 1.8034 | 3.2185 | 0.8991 | 0.8096 | 0.9625 | 0.7059 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 14 | 17 | 32 | 18 | 14 |
Losing Trades | 34 | 19 | 15 | 33 | 15 | 18 |
Profitability (%) | 47.6923 | 42.4242 | 53.125 | 49.2308 | 54.5455 | 43.75 |
Ratio Avg Win / Avg Loss | 1.9779 | 4.368 | 0.7933 | 0.8349 | 0.8021 | 0.9076 |
Largest Winning Trade | 663975 | 663975 | 64003 | 74903 | 72133 | 74903 |
Largest Losing Trade | -136074 | -45139 | -136074 | -117042 | -117042 | -73299 |
Avg Bars in Trades | 213 | 171 | 257 | 213 | 171 | 257 |
Avg Bars in Winners | 257 | 185 | 316 | 215 | 190 | 246 |
Avg Bars in Losers | 173 | 160 | 190 | 211 | 147 | 265 |
Bars Traded | 13873 | 5645 | 8228 | 13873 | 5645 | 8228 |
Profit Streak | 61.1306 | 61.1306 | 321.4639 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124057 | 444459 | -579059 | -717076 | -580213 | -583240 |
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{ "first_band": { "type": "ema", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 1.82778 } } }
# | 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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