Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282628.2787 | 212488.2268 | 70140.0519 | 9021.4547 | 6326.2376 | 2695.2171 |
Total P&L (%) | 282.6283 | 212.4882 | 70.1401 | 9.0215 | 6.3262 | 2.6952 |
Avg Daily Profit (%) | 0.2745 | 0.2064 | 0.0681 | 0.0084 | 0.006 | 0.0026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142428 | -173142 | -96372 | -166916 | -130229 | -108254 |
Profit Factor | 1.2884 | 1.3615 | 1.1788 | 1.0111 | 1.0131 | 1.0081 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 124 | 54 | 70 | 124 | 54 | 70 |
Losing Trades | 132 | 74 | 58 | 132 | 74 | 58 |
Profitability (%) | 48.4375 | 42.1875 | 54.6875 | 48.4375 | 42.1875 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.3715 | 1.8658 | 0.9767 | 1.0763 | 1.3884 | 0.8353 |
Largest Winning Trade | 206327 | 206327 | 22444 | 53506 | 53506 | 26648 |
Largest Losing Trade | -33378 | -33378 | -30089 | -50141 | -50141 | -41274 |
Avg Bars in Trades | 95 | 116 | 74 | 95 | 116 | 74 |
Avg Bars in Winners | 88 | 104 | 75 | 88 | 104 | 75 |
Avg Bars in Losers | 101 | 124 | 72 | 101 | 124 | 72 |
Bars Traded | 24361 | 14888 | 9473 | 24361 | 14888 | 9473 |
Profit Streak | 0 | 0 | 25.593 | 0 | 0 | 25.593 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324089 | 215785 | -126110 | -555036 | -559985 | -567047 |
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{ "first_band": { "type": "bbm", "factors": { "length": 152, "offset": 0, "std": 4.14227 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 152, "offset": 0, "std": 4.14227 } }, "second_band": { "type": "midprice", "factors": { "length": 195, "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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