Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 785875.5714 | 621832.1457 | 164043.4257 | 895662.5944 | 689169.4685 | 206493.1259 |
Total P&L (%) | 785.8756 | 621.8321 | 164.0434 | 895.6626 | 689.1695 | 206.4931 |
Avg Daily Profit (%) | 0.4878 | 0.386 | 0.1018 | 0.1427 | 0.1283 | 0.0695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93412 | -108798 | -88049 | -1006465 | -831025 | -1110542 |
Profit Factor | 1.9557 | 2.3905 | 1.4373 | 1.1394 | 1.2125 | 1.0649 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 81 | 32 | 49 | 81 | 32 | 49 |
Losing Trades | 93 | 55 | 38 | 93 | 55 | 38 |
Profitability (%) | 46.5517 | 36.7816 | 56.3218 | 46.5517 | 36.7816 | 56.3218 |
Ratio Avg Win / Avg Loss | 2.2454 | 4.1086 | 1.1147 | 1.3082 | 2.0839 | 0.8259 |
Largest Winning Trade | 489300 | 489300 | 55649 | 537651 | 537651 | 366504 |
Largest Losing Trade | -45988 | -24946 | -45988 | -432504 | -209041 | -432504 |
Avg Bars in Trades | 109 | 89 | 129 | 109 | 89 | 129 |
Avg Bars in Winners | 160 | 140 | 173 | 160 | 140 | 173 |
Avg Bars in Losers | 65 | 59 | 73 | 65 | 59 | 73 |
Bars Traded | 19042 | 7765 | 11275 | 19042 | 7765 | 11275 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 496164 | 313878 | -55630 | -69643 | -26124 | -250358 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 193, "offset": 0, "std": 2.28724 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 195, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 193, "offset": 0, "std": 2.28724 } } }
# | 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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