Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 707481.3317 | 405392.9816 | 302088.3501 | 12763903.41 | 9834920.8191 | 2928982.5909 |
Total P&L (%) | 707.4813 | 405.393 | 302.0884 | 12763.9034 | 9834.9208 | 2928.9826 |
Avg Daily Profit (%) | 0.4191 | 0.2401 | 0.1789 | 0.2881 | 0.2728 | 0.2022 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54030 | -91020 | -58552 | -9017113 | -4169022 | -5992558 |
Profit Factor | 1.8251 | 1.9601 | 1.6941 | 1.4967 | 1.8206 | 1.2136 |
Total Trades | 342 | 171 | 171 | 342 | 171 | 171 |
Winning Trades | 135 | 57 | 78 | 135 | 57 | 78 |
Losing Trades | 207 | 114 | 93 | 207 | 114 | 93 |
Profitability (%) | 39.4737 | 33.3333 | 45.614 | 39.4737 | 33.3333 | 45.614 |
Ratio Avg Win / Avg Loss | 2.7985 | 3.9202 | 2.0199 | 2.295 | 3.6412 | 1.447 |
Largest Winning Trade | 85766 | 85766 | 52602 | 4831046 | 4831046 | 3710057 |
Largest Losing Trade | -18185 | -12807 | -18185 | -2073021 | -1696142 | -2073021 |
Avg Bars in Trades | 58 | 55 | 61 | 58 | 55 | 61 |
Avg Bars in Winners | 97 | 101 | 95 | 97 | 101 | 95 |
Avg Bars in Losers | 33 | 32 | 34 | 33 | 32 | 34 |
Bars Traded | 20099 | 9499 | 10600 | 20099 | 9499 | 10600 |
Profit Streak | 0 | 40.1971 | 0 | 0 | 40.1971 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398431 | 235210 | 334278 | 319782 | 250562 | 224910 |
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{ "first_band": { "type": "sma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 233, "offset": 0, "std": 2.58931 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 233, "offset": 0, "std": 2.58931 } } }
# | 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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