Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22243.6089 | 174908.9846 | -152665.3757 | 28589300.5184 | 7248742.505 | 21340558.0134 |
Total P&L (%) | 22.2436 | 174.909 | -152.6654 | 28589.3005 | 7248.7425 | 21340.558 |
Avg Daily Profit (%) | 0.0102 | 0.0803 | -0.0701 | 0.2603 | 0.1976 | 0.2469 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -453360 | -42226 | -506843 | -3514913 | -4398930 | -2198395 |
Profit Factor | 1.0245 | 1.9292 | 0.788 | 2.2084 | 1.5482 | 3.0449 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 97 | 47 | 50 | 89 | 43 | 46 |
Losing Trades | 20 | 12 | 8 | 28 | 16 | 12 |
Profitability (%) | 82.906 | 79.661 | 86.2069 | 76.0684 | 72.8814 | 79.3103 |
Ratio Avg Win / Avg Loss | 0.2112 | 0.4926 | 0.1261 | 0.6948 | 0.5761 | 0.7943 |
Largest Winning Trade | 46196 | 27577 | 46196 | 3735879 | 1604735 | 3735879 |
Largest Losing Trade | -331462 | -33878 | -331462 | -3332326 | -3332326 | -2198395 |
Avg Bars in Trades | 36 | 17 | 55 | 36 | 17 | 55 |
Avg Bars in Winners | 25 | 12 | 37 | 28 | 12 | 42 |
Avg Bars in Losers | 89 | 40 | 162 | 62 | 33 | 101 |
Bars Traded | 4253 | 1059 | 3194 | 4253 | 1059 | 3194 |
Profit Streak | 0 | 0 | 291.9766 | 0 | 0 | 291.9766 |
Trades During Streak | 0 | 0 | 15 | 0 | 0 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -375073 | -257352 | -754763 | 502029 | -165485 | -163200 |
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{ "first_band": { "type": "ema", "factors": { "length": 9, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 74, "offset": 0, "std": 1.02424 } } }
# | 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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