Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6713569.7709 | 6890098.4424 | -176528.6715 | -4901.0049 | 771896.514 | -776797.5189 |
Total P&L (%) | 6713.5698 | 6890.0984 | -176.5287 | -4.901 | 771.8965 | -776.7975 |
Avg Daily Profit (%) | 3.4183 | 3.5082 | -0.0899 | -0.0026 | 0.1103 | 0 |
Buy And Hold Return (%) | 2256.5217 | 2256.5217 | 2256.5217 | 2256.5217 | 2256.5217 | 2256.5217 |
Max Trade Drawdown | -224009 | -105740 | -224522 | -1178205 | -432233 | -809043 |
Profit Factor | 11.6906 | 27.1063 | 0.5151 | 0.9968 | 2.3559 | 0.1743 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 21 | 14 | 7 | 21 | 14 | 7 |
Losing Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Profitability (%) | 22.5806 | 29.7872 | 15.2174 | 22.5806 | 29.7872 | 15.2174 |
Ratio Avg Win / Avg Loss | 40.0819 | 63.8934 | 2.8699 | 3.4174 | 5.5531 | 0.9711 |
Largest Winning Trade | 7055674 | 7055674 | 64367 | 1238504 | 1238504 | 83279 |
Largest Losing Trade | -33515 | -24699 | -33515 | -420972 | -206260 | -420972 |
Avg Bars in Trades | 57 | 47 | 68 | 57 | 47 | 68 |
Avg Bars in Winners | 158 | 93 | 287 | 158 | 93 | 287 |
Avg Bars in Losers | 28 | 27 | 28 | 28 | 27 | 28 |
Bars Traded | 5348 | 2219 | 3129 | 5348 | 2219 | 3129 |
Profit Streak | 0 | 0 | 548.6645 | 0 | 0 | 548.6645 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19395 | 444494 | -650551 | -618230 | -215220 | -653329 |
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{ "first_band": { "type": "midprice", "factors": { "length": 227, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 4, "offset": 48, "std": 1.68465 } } }
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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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