Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534011.6644 | 391726.6418 | 142285.0227 | 490460.6518 | 354499.8402 | 135960.8116 |
Total P&L (%) | 534.0117 | 391.7266 | 142.285 | 490.4607 | 354.4998 | 135.9608 |
Avg Daily Profit (%) | 0.2326 | 0.1706 | 0.062 | 0.0774 | 0.066 | 0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138707 | -81263 | -143623 | -405168 | -180316 | -285979 |
Profit Factor | 1.6039 | 1.8586 | 1.3324 | 1.4238 | 1.6192 | 1.2325 |
Total Trades | 139 | 70 | 69 | 139 | 70 | 69 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Profitability (%) | 51.7986 | 50 | 53.6232 | 51.7986 | 50 | 53.6232 |
Ratio Avg Win / Avg Loss | 1.4925 | 1.8586 | 1.1523 | 1.3249 | 1.6192 | 1.0659 |
Largest Winning Trade | 129720 | 129720 | 54846 | 222035 | 222035 | 156932 |
Largest Losing Trade | -48491 | -41268 | -48491 | -253939 | -103822 | -253939 |
Avg Bars in Trades | 96 | 86 | 107 | 96 | 86 | 107 |
Avg Bars in Winners | 113 | 97 | 129 | 113 | 97 | 129 |
Avg Bars in Losers | 78 | 74 | 81 | 78 | 74 | 81 |
Bars Traded | 13430 | 6029 | 7401 | 13430 | 6029 | 7401 |
Profit Streak | 0 | 0 | 48.9333 | 0 | 0 | 48.9333 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390319 | -83560 | -210539 | -88196 | -196240 | -243915 |
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 2.00403 } }, "second_band": { "type": "ssf", "factors": { "length": 189, "offset": 0, "poles": 2 } } }
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# | 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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