Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 418106.4763 | 401143.4262 | 16963.0501 | -14375.2578 | 184120.3965 | -198495.6543 |
Total P&L (%) | 418.1065 | 401.1434 | 16.9631 | -14.3753 | 184.1204 | -198.4957 |
Avg Daily Profit (%) | 0.2007 | 0.1925 | 0.0081 | -0.0074 | 0.0501 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -172620 | -109248 | -257445 | -173037 | -86628 | -305331 |
Profit Factor | 1.1136 | 1.2269 | 1.0089 | 0.9944 | 1.1579 | 0.8575 |
Total Trades | 1701 | 851 | 850 | 1701 | 851 | 850 |
Winning Trades | 843 | 438 | 405 | 843 | 438 | 405 |
Losing Trades | 858 | 413 | 445 | 858 | 413 | 445 |
Profitability (%) | 49.5591 | 51.4689 | 47.6471 | 49.5591 | 51.4689 | 47.6471 |
Ratio Avg Win / Avg Loss | 1.1334 | 1.1569 | 1.1085 | 1.0121 | 1.0918 | 0.9422 |
Largest Winning Trade | 64316 | 64316 | 26444 | 73074 | 73074 | 33865 |
Largest Losing Trade | -47540 | -38164 | -47540 | -72172 | -36673 | -72172 |
Avg Bars in Trades | 14 | 14 | 14 | 14 | 14 | 14 |
Avg Bars in Winners | 14 | 13 | 14 | 14 | 13 | 14 |
Avg Bars in Losers | 15 | 15 | 14 | 15 | 15 | 14 |
Bars Traded | 24921 | 12452 | 12469 | 24921 | 12452 | 12469 |
Profit Streak | 3.429 | 3.429 | 5.7624 | 3.429 | 3.429 | 5.7624 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -80949 | 404010 | -397264 | -572157 | -168811 | -576413 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 32, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 19, "offset": 0, "std": 2.84411 } } }
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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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