Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1655751.238 | 1588776.875 | 66974.363 | 4023466.4265 | 1332911.2514 | 2690555.1751 |
Total P&L (%) | 1655.7512 | 1588.7769 | 66.9744 | 4023.4664 | 1332.9113 | 2690.5552 |
Avg Daily Profit (%) | 0.7317 | 0.7021 | 0.0296 | 0.1645 | 0.1177 | 0.1472 |
Buy And Hold Return (%) | 371.7932 | 371.7932 | 371.7932 | 371.7932 | 371.7932 | 371.7932 |
Max Trade Drawdown | -186018 | -78285 | -112691 | -3652644 | -2750178 | -1575074 |
Profit Factor | 3.8513 | 6.2421 | 1.2412 | 1.3003 | 1.1665 | 1.499 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 47.6923 | 42.4242 | 53.125 | 47.6923 | 42.4242 | 53.125 |
Ratio Avg Win / Avg Loss | 4.224 | 8.4714 | 1.0952 | 1.4261 | 1.583 | 1.3227 |
Largest Winning Trade | 1087091 | 1087091 | 55415 | 2535913 | 2171246 | 2535913 |
Largest Losing Trade | -51858 | -46332 | -51858 | -1783157 | -1783157 | -1313897 |
Avg Bars in Trades | 62 | 50 | 74 | 62 | 50 | 74 |
Avg Bars in Winners | 80 | 60 | 97 | 80 | 60 | 97 |
Avg Bars in Losers | 45 | 42 | 48 | 45 | 42 | 48 |
Bars Traded | 4032 | 1650 | 2382 | 4032 | 1650 | 2382 |
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 | -119182 | 572650 | -319026 | -129077 | -77314 | 200084 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 2.34817 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 112, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 2.34817 } } }
# | 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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