Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1006299.492 | 891337.8585 | 114961.6335 | 6559909.1426 | 4832900.7731 | 1727008.3695 |
Total P&L (%) | 1006.2995 | 891.3379 | 114.9616 | 6559.9091 | 4832.9008 | 1727.0084 |
Avg Daily Profit (%) | 0.4021 | 0.3562 | 0.0459 | 0.1679 | 0.1559 | 0.1162 |
Buy And Hold Return (%) | 334.8481 | 334.8481 | 334.8481 | 334.8481 | 334.8481 | 334.8481 |
Max Trade Drawdown | -102210 | -42047 | -85567 | -21671508 | -9131564 | -17245164 |
Profit Factor | 3.5927 | 6.5787 | 1.5034 | 1.1497 | 1.2567 | 1.0691 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 50.6024 | 47.619 | 53.6585 | 50.6024 | 47.619 | 53.6585 |
Ratio Avg Win / Avg Loss | 3.5071 | 7.2366 | 1.2984 | 1.1223 | 1.3824 | 0.9233 |
Largest Winning Trade | 425256 | 425256 | 59065 | 8497005 | 8058665 | 8497005 |
Largest Losing Trade | -55397 | -22070 | -55397 | -12498030 | -6014426 | -12498030 |
Avg Bars in Trades | 58 | 49 | 67 | 58 | 49 | 67 |
Avg Bars in Winners | 82 | 75 | 88 | 82 | 75 | 88 |
Avg Bars in Losers | 34 | 26 | 44 | 34 | 26 | 44 |
Bars Traded | 4866 | 2085 | 2781 | 4866 | 2085 | 2781 |
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 | 440000 | 489839 | -295495 | -49304 | 237516 | -184426 |
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{ "first_band": { "type": "bbm", "factors": { "length": 228, "offset": 0, "std": 3.50002 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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