Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97812.9227 | 11072.5794 | 86740.3433 | 61879.6073 | -6060.8423 | 67940.4496 |
Total P&L (%) | 97.8129 | 11.0726 | 86.7403 | 61.8796 | -6.0608 | 67.9405 |
Avg Daily Profit (%) | 0.1878 | 0.0213 | 0.1665 | 0.0925 | -0.012 | 0.0996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120567 | -100789 | -35176 | -117521 | -110628 | -41356 |
Profit Factor | 1.3134 | 1.0571 | 1.7348 | 1.1862 | 0.9704 | 1.5325 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 56.9892 | 59.5745 | 54.3478 | 56.9892 | 59.5745 | 54.3478 |
Ratio Avg Win / Avg Loss | 0.9912 | 0.7173 | 1.4572 | 0.8953 | 0.6585 | 1.2873 |
Largest Winning Trade | 19440 | 17459 | 19440 | 19701 | 19701 | 19202 |
Largest Losing Trade | -38015 | -38015 | -26820 | -60337 | -60337 | -41356 |
Avg Bars in Trades | 264 | 301 | 226 | 264 | 301 | 226 |
Avg Bars in Winners | 210 | 232 | 185 | 210 | 232 | 185 |
Avg Bars in Losers | 335 | 402 | 275 | 335 | 402 | 275 |
Bars Traded | 24577 | 14157 | 10421 | 24577 | 14157 | 10421 |
Profit Streak | 16.5991 | 28.5991 | 16.5991 | 16.5991 | 28.5991 | 16.5991 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 290944 | -454082 | 365554 | -85256 | -578559 | -58009 |
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{ "first_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 2.49338 } }, "second_band": { "type": "ema", "factors": { "length": 242, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 144, "offset": 0, "std": 2.49338 } }, "second_band": { "type": "ema", "factors": { "length": 242, "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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