Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -350900.5166 | 126870.0915 | -477770.6081 | 9187789.1405 | 2087628.5562 | 7100160.5843 |
Total P&L (%) | -350.9005 | 126.8701 | -477.7706 | 9187.7891 | 2087.6286 | 7100.1606 |
Avg Daily Profit (%) | -0.1932 | 0.0699 | -0.2631 | 0.2498 | 0.17 | 0.2358 |
Buy And Hold Return (%) | 336.3363 | 336.3363 | 336.3363 | 336.3363 | 336.3363 | 336.3363 |
Max Trade Drawdown | -753121 | -20380 | -744165 | -19459768 | -5440501 | -14019267 |
Profit Factor | 0.66 | 2.2962 | 0.4886 | 1.2636 | 1.248 | 1.2685 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 54 | 27 | 27 | 56 | 29 | 27 |
Losing Trades | 35 | 18 | 17 | 33 | 16 | 17 |
Profitability (%) | 60.6742 | 60 | 61.3636 | 62.9213 | 64.4444 | 61.3636 |
Ratio Avg Win / Avg Loss | 0.4278 | 1.5308 | 0.3076 | 0.7446 | 0.6886 | 0.7987 |
Largest Winning Trade | 49931 | 25291 | 49931 | 13022341 | 3666956 | 13022341 |
Largest Losing Trade | -472259 | -14236 | -472259 | -13813138 | -2914567 | -13813138 |
Avg Bars in Trades | 71 | 10 | 133 | 71 | 10 | 133 |
Avg Bars in Winners | 39 | 12 | 67 | 53 | 12 | 96 |
Avg Bars in Losers | 120 | 7 | 238 | 102 | 7 | 191 |
Bars Traded | 6359 | 489 | 5870 | 6359 | 489 | 5870 |
Profit Streak | 11.6835 | 187.4335 | 11.6835 | 11.6835 | 187.4335 | 11.6835 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577638 | -258449 | -578617 | 373214 | 307498 | 314234 |
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{ "first_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 4.867 } }, "second_band": { "type": "ema", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 4.867 } }, "second_band": { "type": "ema", "factors": { "length": 96, "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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