Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 686629.6629 | 711119.8738 | -24490.2109 | 36427.2111 | 15139.6277 | 21287.5834 |
Total P&L (%) | 686.6297 | 711.1199 | -24.4902 | 36.4272 | 15.1396 | 21.2876 |
Avg Daily Profit (%) | 0.3724 | 0.3857 | -0.0133 | 0.0169 | 0.0076 | 0.0105 |
Buy And Hold Return (%) | 40.1245 | 40.1245 | 40.1245 | 40.1245 | 40.1245 | 40.1245 |
Max Trade Drawdown | -177230 | -164928 | -41685 | -788131 | -801521 | -82487 |
Profit Factor | 2.3835 | 2.7335 | 0.7154 | 1.0242 | 1.0115 | 1.1124 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 41.0526 | 34.0426 | 47.9167 | 41.0526 | 34.0426 | 47.9167 |
Ratio Avg Win / Avg Loss | 3.4225 | 5.2962 | 0.7777 | 1.4707 | 1.9598 | 1.2091 |
Largest Winning Trade | 742046 | 742046 | 8376 | 752917 | 752917 | 63250 |
Largest Losing Trade | -38008 | -38008 | -19174 | -226140 | -226140 | -45307 |
Avg Bars in Trades | 222 | 444 | 6 | 222 | 444 | 6 |
Avg Bars in Winners | 261 | 629 | 6 | 261 | 629 | 6 |
Avg Bars in Losers | 195 | 349 | 5 | 195 | 349 | 5 |
Bars Traded | 21178 | 20890 | 288 | 21178 | 20890 | 288 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 389725 | 313790 | -581221 | -533198 | -561244 | -441947 |
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{ "first_band": { "type": "ema", "factors": { "length": 38, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 31, "offset": 0, "std": 1.18607 } } }
# | 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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