Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2391666.7122 | 2251149.2742 | 140517.438 | 12800435.1202 | 8282152.0121 | 4518283.1081 |
Total P&L (%) | 2391.6667 | 2251.1493 | 140.5174 | 12800.4351 | 8282.152 | 4518.2831 |
Avg Daily Profit (%) | 1.0818 | 1.0183 | 0.0636 | 0.2201 | 0.2005 | 0.1735 |
Buy And Hold Return (%) | 729.8306 | 729.8306 | 729.8306 | 729.8306 | 729.8306 | 729.8306 |
Max Trade Drawdown | -125201 | -82546 | -75917 | -44915036 | -25090160 | -29541779 |
Profit Factor | 5.8111 | 10.5088 | 1.5397 | 1.0998 | 1.125 | 1.0728 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 50 | 50 | 50 | 50 | 50 | 50 |
Ratio Avg Win / Avg Loss | 5.8111 | 10.5088 | 1.5397 | 1.0998 | 1.125 | 1.0728 |
Largest Winning Trade | 1994121 | 1994121 | 50147 | 24718440 | 24718440 | 15002700 |
Largest Losing Trade | -31839 | -26123 | -31839 | -14607680 | -11586085 | -14607680 |
Avg Bars in Trades | 134 | 129 | 140 | 134 | 129 | 140 |
Avg Bars in Winners | 195 | 188 | 202 | 195 | 188 | 202 |
Avg Bars in Losers | 73 | 69 | 78 | 73 | 69 | 78 |
Bars Traded | 8628 | 4130 | 4498 | 8628 | 4130 | 4498 |
Profit Streak | 0 | 119.1259 | 0 | 0 | 119.1259 | 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 | -124564 | 697675 | -271208 | -246089 | -74430 | -133222 |
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{ "first_band": { "type": "bbm", "factors": { "length": 248, "offset": 0, "std": 1.04236 } }, "second_band": { "type": "rma", "factors": { "length": 50, "offset": 0 } } }
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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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