Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459519.3874 | 406708.2128 | 52811.1747 | 60941.4683 | -259768.3134 | 320709.7817 |
Total P&L (%) | 459.5194 | 406.7082 | 52.8112 | 60.9415 | -259.7683 | 320.7098 |
Avg Daily Profit (%) | 0.2423 | 0.2145 | 0.0279 | 0.0251 | 0 | 0.0758 |
Buy And Hold Return (%) | 16.4557 | 16.4557 | 16.4557 | 16.4557 | 16.4557 | 16.4557 |
Max Trade Drawdown | -237311 | -177931 | -65279 | -2273384 | -1794265 | -535021 |
Profit Factor | 1.4394 | 1.5376 | 1.1825 | 1.0117 | 0.9329 | 1.2366 |
Total Trades | 213 | 106 | 107 | 213 | 106 | 107 |
Winning Trades | 94 | 43 | 51 | 94 | 43 | 51 |
Losing Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Profitability (%) | 44.1315 | 40.566 | 47.6636 | 44.1315 | 40.566 | 47.6636 |
Ratio Avg Win / Avg Loss | 1.8222 | 2.2528 | 1.2985 | 1.2807 | 1.3667 | 1.3579 |
Largest Winning Trade | 247425 | 247425 | 22028 | 448280 | 448280 | 201985 |
Largest Losing Trade | -44848 | -44848 | -19111 | -612441 | -612441 | -271949 |
Avg Bars in Trades | 103 | 184 | 23 | 103 | 184 | 23 |
Avg Bars in Winners | 129 | 252 | 25 | 129 | 252 | 25 |
Avg Bars in Losers | 82 | 137 | 21 | 82 | 137 | 21 |
Bars Traded | 22045 | 19518 | 2527 | 22045 | 19518 | 2527 |
Profit Streak | 0 | 13.6772 | 0 | 0 | 13.6772 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319052 | 253862 | -179231 | -370687 | -582451 | -92941 |
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{ "first_band": { "type": "bbm", "factors": { "length": 110, "offset": 0, "std": 1.39355 } }, "second_band": { "type": "bbu", "factors": { "length": 41, "offset": 0, "std": 2.45364 } } }
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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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