Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1710846.8622 | 1687826.9655 | 23019.8966 | 237659.8093 | 398900.8463 | -161241.0371 |
Total P&L (%) | 1710.8469 | 1687.827 | 23.0199 | 237.6598 | 398.9008 | -161.241 |
Avg Daily Profit (%) | 0.9198 | 0.9074 | 0.0124 | 0.0654 | 0.0864 | 0 |
Buy And Hold Return (%) | 48.9384 | 48.9384 | 48.9384 | 48.9384 | 48.9384 | 48.9384 |
Max Trade Drawdown | -116675 | -118820 | -61727 | -1367383 | -1319218 | -754359 |
Profit Factor | 4.1651 | 6.5161 | 1.0981 | 1.049 | 1.1463 | 0.9242 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 37 | 14 | 23 | 37 | 14 | 23 |
Losing Trades | 56 | 33 | 23 | 56 | 33 | 23 |
Profitability (%) | 39.7849 | 29.7872 | 50 | 39.7849 | 29.7872 | 50 |
Ratio Avg Win / Avg Loss | 6.3039 | 15.3594 | 1.0981 | 1.5876 | 2.7019 | 0.9242 |
Largest Winning Trade | 1710752 | 1710752 | 64396 | 1595003 | 1595003 | 450292 |
Largest Losing Trade | -37895 | -29263 | -37895 | -558558 | -361437 | -558558 |
Avg Bars in Trades | 76 | 74 | 78 | 76 | 74 | 78 |
Avg Bars in Winners | 127 | 146 | 115 | 127 | 146 | 115 |
Avg Bars in Losers | 42 | 43 | 40 | 42 | 43 | 40 |
Bars Traded | 7075 | 3479 | 3596 | 7075 | 3479 | 3596 |
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 | 602213 | 473511 | -454578 | -276302 | -144712 | -580704 |
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{ "first_band": { "type": "bbm", "factors": { "length": 217, "offset": 0, "std": 3.59784 } }, "second_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 217, "offset": 0, "std": 3.59784 } }, "second_band": { "type": "midpoint", "factors": { "length": 54, "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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