Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 910895.9278 | 837518.656 | 73377.2719 | 2197618.0399 | 1248304.4249 | 949313.615 |
Total P&L (%) | 910.8959 | 837.5187 | 73.3773 | 2197.618 | 1248.3044 | 949.3136 |
Avg Daily Profit (%) | 0.5012 | 0.4608 | 0.0404 | 0.1726 | 0.1432 | 0.1294 |
Buy And Hold Return (%) | 229.9602 | 229.9602 | 229.9602 | 229.9602 | 229.9602 | 229.9602 |
Max Trade Drawdown | -101771 | -88861 | -38077 | -1310102 | -1260207 | -456389 |
Profit Factor | 2.846 | 4.045 | 1.336 | 1.4585 | 1.418 | 1.5254 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 40.8451 | 41.6667 | 40 | 40.8451 | 41.6667 | 40 |
Ratio Avg Win / Avg Loss | 4.1218 | 5.663 | 2.004 | 2.1123 | 1.9852 | 2.2881 |
Largest Winning Trade | 445391 | 445391 | 67424 | 1215464 | 1215464 | 694922 |
Largest Losing Trade | -37218 | -37218 | -24152 | -542734 | -542734 | -237296 |
Avg Bars in Trades | 50 | 46 | 53 | 50 | 46 | 53 |
Avg Bars in Winners | 84 | 79 | 89 | 84 | 79 | 89 |
Avg Bars in Losers | 26 | 23 | 29 | 26 | 23 | 29 |
Bars Traded | 3573 | 1690 | 1883 | 3573 | 1690 | 1883 |
Profit Streak | 23.2928 | 126.7928 | 0 | 23.2928 | 126.7928 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80503 | 465461 | -307237 | -84324 | -2433 | -23261 |
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{ "first_band": { "type": "bbm", "factors": { "length": 210, "offset": 0, "std": 3.43558 } }, "second_band": { "type": "bbm", "factors": { "length": 20, "offset": 0, "std": 3.69982 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 210, "offset": 0, "std": 3.43558 } }, "second_band": { "type": "bbm", "factors": { "length": 20, "offset": 0, "std": 3.69982 } } }
# | 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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