Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881089.0519 | 748634.0525 | 132454.9994 | 1411446.6694 | 564806.049 | 846640.6203 |
Total P&L (%) | 881.0891 | 748.6341 | 132.455 | 1411.4467 | 564.806 | 846.6406 |
Avg Daily Profit (%) | 0.4699 | 0.3992 | 0.0706 | 0.1449 | 0.1011 | 0.1199 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -130331 | -101919 | -80666 | -1199839 | -1255592 | -337155 |
Profit Factor | 1.8427 | 2.211 | 1.3099 | 1.1763 | 1.1033 | 1.3338 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Losing Trades | 109 | 58 | 51 | 109 | 58 | 51 |
Profitability (%) | 47.343 | 43.6893 | 50.9615 | 47.343 | 43.6893 | 50.9615 |
Ratio Avg Win / Avg Loss | 2.0495 | 2.8497 | 1.2605 | 1.3083 | 1.422 | 1.2834 |
Largest Winning Trade | 359843 | 359843 | 48409 | 1068346 | 1068346 | 236594 |
Largest Losing Trade | -32402 | -32402 | -29829 | -608724 | -608724 | -285231 |
Avg Bars in Trades | 51 | 66 | 35 | 51 | 66 | 35 |
Avg Bars in Winners | 62 | 81 | 45 | 62 | 81 | 45 |
Avg Bars in Losers | 41 | 55 | 26 | 41 | 55 | 26 |
Bars Traded | 10621 | 6879 | 3742 | 10621 | 6879 | 3742 |
Profit Streak | 11.1327 | 0 | 101.6327 | 11.1327 | 0 | 101.6327 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523081 | 403707 | -97674 | -25070 | -167298 | -31372 |
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{ "first_band": { "type": "bbm", "factors": { "length": 134, "offset": 0, "std": 2.63508 } }, "second_band": { "type": "midpoint", "factors": { "length": 145, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 134, "offset": 0, "std": 2.63508 } }, "second_band": { "type": "midpoint", "factors": { "length": 145, "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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