Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 859385.866 | 690301.9493 | 169083.9167 | 2920301.6192 | -398508.8762 | 3318810.4955 |
Total P&L (%) | 859.3859 | 690.3019 | 169.0839 | 2920.3016 | -398.5089 | 3318.8105 |
Avg Daily Profit (%) | 0.4432 | 0.356 | 0.0872 | 0.1759 | 0 | 0.1823 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139283 | -123566 | -64613 | -3769567 | -3186513 | -1888675 |
Profit Factor | 2.1439 | 2.9174 | 1.4321 | 1.1879 | 0.9497 | 1.4355 |
Total Trades | 171 | 86 | 85 | 171 | 86 | 85 |
Winning Trades | 86 | 33 | 53 | 86 | 33 | 53 |
Losing Trades | 85 | 53 | 32 | 85 | 53 | 32 |
Profitability (%) | 50.2924 | 38.3721 | 62.3529 | 50.2924 | 38.3721 | 62.3529 |
Ratio Avg Win / Avg Loss | 2.1189 | 4.6855 | 0.8647 | 1.1741 | 1.5252 | 0.8667 |
Largest Winning Trade | 397946 | 397946 | 48595 | 2281443 | 2281443 | 1464623 |
Largest Losing Trade | -46242 | -23409 | -46242 | -1888675 | -520338 | -1888675 |
Avg Bars in Trades | 44 | 34 | 54 | 44 | 34 | 54 |
Avg Bars in Winners | 61 | 51 | 68 | 61 | 51 | 68 |
Avg Bars in Losers | 26 | 23 | 32 | 26 | 23 | 32 |
Bars Traded | 7592 | 2934 | 4659 | 7592 | 2934 | 4659 |
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 | 544588 | 363431 | -75775 | -5021 | -582846 | 312632 |
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{ "first_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 3.57331 } }, "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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