Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 139404.3052 | 97413.4784 | 41990.8268 | 169393.0073 | 162759.0521 | 6633.9552 |
Total P&L (%) | 139.4043 | 97.4135 | 41.9908 | 169.393 | 162.7591 | 6.634 |
Avg Daily Profit (%) | 0.5353 | 0.3741 | 0.1612 | 0.3813 | 0.3717 | 0.0247 |
Buy And Hold Return (%) | 14.4244 | 14.4244 | 14.4244 | 14.4244 | 14.4244 | 14.4244 |
Max Trade Drawdown | -61269 | -28513 | -58701 | -179530 | -82080 | -150442 |
Profit Factor | 1.2868 | 1.4415 | 1.1582 | 1.1531 | 1.3341 | 1.0107 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 275 | 139 | 136 | 275 | 139 | 136 |
Losing Trades | 109 | 53 | 56 | 109 | 53 | 56 |
Profitability (%) | 71.6146 | 72.3958 | 70.8333 | 71.6146 | 72.3958 | 70.8333 |
Ratio Avg Win / Avg Loss | 0.5101 | 0.5496 | 0.4769 | 0.4571 | 0.5087 | 0.4162 |
Largest Winning Trade | 9546 | 8441 | 9546 | 15029 | 13761 | 15029 |
Largest Losing Trade | -39193 | -16557 | -39193 | -99286 | -35593 | -99286 |
Avg Bars in Trades | 64 | 62 | 66 | 64 | 62 | 66 |
Avg Bars in Winners | 37 | 37 | 37 | 37 | 37 | 37 |
Avg Bars in Losers | 132 | 129 | 136 | 132 | 129 | 136 |
Bars Traded | 24774 | 12027 | 12747 | 24774 | 12027 | 12747 |
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 | 440547 | 366604 | -42276 | -41153 | 348169 | -534343 |
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{ "first_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 3.58202 } }, "second_band": { "type": "bbm", "factors": { "length": 111, "offset": 0, "std": 4.70153 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 3.58202 } }, "second_band": { "type": "bbm", "factors": { "length": 111, "offset": 0, "std": 4.70153 } } }
# | 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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