Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 475607.3561 | 377641.5109 | 97965.8452 | 219318.0661 | 174361.7187 | 44956.3475 |
Total P&L (%) | 475.6074 | 377.6415 | 97.9658 | 219.3181 | 174.3617 | 44.9563 |
Avg Daily Profit (%) | 0.2076 | 0.1648 | 0.0428 | 0.0507 | 0.0441 | 0.0162 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164324 | -91045 | -151289 | -178147 | -135889 | -165997 |
Profit Factor | 1.6023 | 1.9605 | 1.2471 | 1.2708 | 1.4203 | 1.1138 |
Total Trades | 121 | 61 | 60 | 121 | 61 | 60 |
Winning Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 47.1074 | 49.1803 | 45 | 47.1074 | 49.1803 | 45 |
Ratio Avg Win / Avg Loss | 1.7991 | 2.0258 | 1.5243 | 1.4269 | 1.4677 | 1.3613 |
Largest Winning Trade | 161499 | 161499 | 54574 | 116100 | 116100 | 74359 |
Largest Losing Trade | -37133 | -34976 | -37133 | -60984 | -36111 | -60984 |
Avg Bars in Trades | 74 | 69 | 79 | 74 | 69 | 79 |
Avg Bars in Winners | 101 | 89 | 115 | 101 | 89 | 115 |
Avg Bars in Losers | 49 | 49 | 49 | 49 | 49 | 49 |
Bars Traded | 8962 | 4209 | 4753 | 8962 | 4209 | 4753 |
Profit Streak | 0 | 0 | 44.5321 | 0 | 0 | 44.5321 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356939 | -150954 | -305489 | -126117 | -295234 | -438893 |
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{ "first_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 2.5495 } }, "second_band": { "type": "ssf", "factors": { "length": 98, "offset": 0, "poles": 2 } } }
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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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