Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 499344.3744 | 297003.6883 | 202340.6862 | 1376257.6528 | 411960.3983 | 964297.2544 |
Total P&L (%) | 499.3444 | 297.0037 | 202.3407 | 1376.2577 | 411.9604 | 964.2973 |
Avg Daily Profit (%) | 0.4821 | 0.2868 | 0.1954 | 0.2603 | 0.1578 | 0.2286 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110371 | -112049 | -59301 | -758150 | -618318 | -399710 |
Profit Factor | 1.7737 | 1.7939 | 1.7459 | 1.4672 | 1.2082 | 1.9974 |
Total Trades | 134 | 67 | 67 | 134 | 67 | 67 |
Winning Trades | 73 | 34 | 39 | 73 | 34 | 39 |
Losing Trades | 61 | 33 | 28 | 61 | 33 | 28 |
Profitability (%) | 54.4776 | 50.7463 | 58.209 | 54.4776 | 50.7463 | 58.209 |
Ratio Avg Win / Avg Loss | 1.4822 | 1.7411 | 1.2535 | 1.226 | 1.1727 | 1.4341 |
Largest Winning Trade | 135532 | 135532 | 30501 | 639098 | 639098 | 247600 |
Largest Losing Trade | -47632 | -47632 | -37410 | -368773 | -368773 | -182596 |
Avg Bars in Trades | 22 | 27 | 17 | 22 | 27 | 17 |
Avg Bars in Winners | 23 | 29 | 19 | 23 | 29 | 19 |
Avg Bars in Losers | 20 | 24 | 15 | 20 | 24 | 15 |
Bars Traded | 2981 | 1810 | 1171 | 2981 | 1810 | 1171 |
Profit Streak | 20.9062 | 20.9062 | 78.2395 | 20.9062 | 20.9062 | 78.2395 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 523938 | -103988 | -104188 | 429391 | -108970 | -103002 |
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{ "first_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 3.51511 } }, "second_band": { "type": "midpoint", "factors": { "length": 44, "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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