Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452325.8357 | 457523.3571 | -5197.5214 | -150242.2581 | 2157828.1778 | -2308070.4359 |
Total P&L (%) | 452.3258 | 457.5234 | -5.1975 | -150.2423 | 2157.8282 | -2308.0704 |
Avg Daily Profit (%) | 0.2327 | 0.2354 | -0.0027 | 0 | 0.1605 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245900 | -103449 | -175155 | -2656833 | -148627 | -3208191 |
Profit Factor | 1.4137 | 2.4536 | 0.9933 | 0.9671 | 5.8699 | 0.4408 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 105 | 48 | 57 | 106 | 62 | 44 |
Losing Trades | 96 | 53 | 43 | 95 | 39 | 56 |
Profitability (%) | 52.2388 | 47.5248 | 57 | 52.7363 | 61.3861 | 44 |
Ratio Avg Win / Avg Loss | 1.2926 | 2.7091 | 0.7493 | 0.8668 | 3.6924 | 0.561 |
Largest Winning Trade | 235889 | 235889 | 55907 | 1297656 | 1297656 | 380565 |
Largest Losing Trade | -116706 | -23034 | -116706 | -2156457 | -114368 | -2156457 |
Avg Bars in Trades | 27 | 14 | 41 | 27 | 14 | 41 |
Avg Bars in Winners | 36 | 17 | 52 | 23 | 13 | 37 |
Avg Bars in Losers | 18 | 10 | 26 | 32 | 14 | 44 |
Bars Traded | 5580 | 1429 | 4151 | 5580 | 1429 | 4151 |
Profit Streak | 75.5033 | 75.5033 | 81.8366 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405539 | 438735 | -579600 | -579093 | 633664 | -583398 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 91, "offset": 19 } }, "second_band": { "type": "bbm", "factors": { "length": 119, "offset": 0, "std": 3.21672 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 91, "offset": 19 } }, "second_band": { "type": "bbm", "factors": { "length": 119, "offset": 0, "std": 3.21672 } } }
# | 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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