Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1354236.4071 | 1346202.0085 | 8034.3986 | -40639.2952 | -286109.3324 | 245470.0372 |
Total P&L (%) | 1354.2364 | 1346.202 | 8.0344 | -40.6393 | -286.1093 | 245.47 |
Avg Daily Profit (%) | 0.7532 | 0.7487 | 0.0045 | -0.029 | 0 | 0.069 |
Buy And Hold Return (%) | 287.5081 | 287.5081 | 287.5081 | 287.5081 | 287.5081 | 287.5081 |
Max Trade Drawdown | -249992 | -239115 | -32844 | -2756096 | -2660836 | -177873 |
Profit Factor | 3.2361 | 3.6482 | 1.0826 | 0.9893 | 0.913 | 1.4742 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 55 | 22 | 33 | 55 | 22 | 33 |
Losing Trades | 68 | 39 | 29 | 68 | 39 | 29 |
Profitability (%) | 44.7154 | 36.0656 | 53.2258 | 44.7154 | 36.0656 | 53.2258 |
Ratio Avg Win / Avg Loss | 4.001 | 6.4673 | 0.9514 | 1.2232 | 1.6185 | 1.2955 |
Largest Winning Trade | 1541314 | 1541314 | 16185 | 1634266 | 1634266 | 392222 |
Largest Losing Trade | -53210 | -53210 | -10220 | -739038 | -739038 | -152497 |
Avg Bars in Trades | 77 | 150 | 6 | 77 | 150 | 6 |
Avg Bars in Winners | 75 | 178 | 6 | 75 | 178 | 6 |
Avg Bars in Losers | 79 | 134 | 5 | 79 | 134 | 5 |
Bars Traded | 9542 | 9166 | 376 | 9542 | 9166 | 376 |
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 | 562744 | -149461 | -637459 | -580840 | -745377 | -418953 |
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{ "first_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 4.55894 } }, "second_band": { "type": "dcu", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 4.55894 } }, "second_band": { "type": "dcu", "factors": { "length": 33, "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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