Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2431040.2119 | 2472983.2062 | -41942.9943 | 56818.0119 | 559135.5549 | -502317.543 |
Total P&L (%) | 2431.0402 | 2472.9832 | -41.943 | 56.818 | 559.1356 | -502.3175 |
Avg Daily Profit (%) | 1.0921 | 1.111 | -0.0188 | 0.0202 | 0.0848 | 0 |
Buy And Hold Return (%) | 138.9096 | 138.9096 | 138.9096 | 138.9096 | 138.9096 | 138.9096 |
Max Trade Drawdown | -185657 | -123057 | -87068 | -2208099 | -1657963 | -678447 |
Profit Factor | 5.9789 | 8.7329 | 0.751 | 1.018 | 1.2487 | 0.4466 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 40.9836 | 43.3333 | 38.7097 | 40.9836 | 43.3333 | 38.7097 |
Ratio Avg Win / Avg Loss | 8.6096 | 11.42 | 1.1891 | 1.4659 | 1.6329 | 0.7071 |
Largest Winning Trade | 2576308 | 2576308 | 23213 | 2192869 | 2192869 | 100714 |
Largest Losing Trade | -60072 | -60072 | -22556 | -997269 | -997269 | -300819 |
Avg Bars in Trades | 56 | 96 | 18 | 56 | 96 | 18 |
Avg Bars in Winners | 77 | 125 | 25 | 77 | 125 | 25 |
Avg Bars in Losers | 42 | 74 | 14 | 42 | 74 | 14 |
Bars Traded | 3476 | 2900 | 576 | 3476 | 2900 | 576 |
Profit Streak | 106.8561 | 109.3561 | 106.8561 | 106.8561 | 109.3561 | 106.8561 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146893 | 715902 | -582702 | -701179 | -82784 | -584369 |
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 1.08192 } }, "second_band": { "type": "midprice", "factors": { "length": 119, "offset": 0 } } }
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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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