Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8799173.105 | 8927217.96 | -128044.855 | -49138.5967 | 673666.2564 | -722804.8531 |
Total P&L (%) | 8799.1731 | 8927.218 | -128.0449 | -49.1386 | 673.6663 | -722.8049 |
Avg Daily Profit (%) | 3.706 | 3.7599 | -0.0539 | -0.0285 | 0.0862 | 0 |
Buy And Hold Return (%) | 426.8887 | 426.8887 | 426.8887 | 426.8887 | 426.8887 | 426.8887 |
Max Trade Drawdown | -346157 | -255906 | -162320 | -2157054 | -1090050 | -1230907 |
Profit Factor | 12.2916 | 21.313 | 0.6232 | 0.9815 | 1.5476 | 0.494 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 30.6931 | 28 | 33.3333 | 30.6931 | 28 | 33.3333 |
Ratio Avg Win / Avg Loss | 27.7552 | 54.8047 | 1.2463 | 2.2163 | 3.9796 | 0.9881 |
Largest Winning Trade | 9151062 | 9151062 | 37625 | 1792259 | 1792259 | 533874 |
Largest Losing Trade | -41829 | -28924 | -41829 | -824315 | -229699 | -824315 |
Avg Bars in Trades | 65 | 102 | 30 | 65 | 102 | 30 |
Avg Bars in Winners | 122 | 222 | 40 | 122 | 222 | 40 |
Avg Bars in Losers | 40 | 55 | 25 | 40 | 55 | 25 |
Bars Traded | 6658 | 5120 | 1538 | 6658 | 5120 | 1538 |
Profit Streak | 0 | 93.3185 | 0 | 0 | 93.3185 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 611186 | -172103 | -765648 | -585239 | -280805 | -767314 |
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{ "first_band": { "type": "ema", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 3.45493 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 185, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 3.45493 } } }
# | 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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