Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 327437.0755 | 391914.5741 | -64477.4986 | -31786.2125 | 109693.0015 | -141479.2141 |
Total P&L (%) | 327.4371 | 391.9146 | -64.4775 | -31.7862 | 109.693 | -141.4792 |
Avg Daily Profit (%) | 0.1572 | 0.1881 | -0.0309 | -0.0184 | 0.0355 | 0 |
Buy And Hold Return (%) | 75.8688 | 75.8688 | 75.8688 | 75.8688 | 75.8688 | 75.8688 |
Max Trade Drawdown | -205182 | -96504 | -156348 | -710595 | -417703 | -560095 |
Profit Factor | 1.1696 | 1.3935 | 0.9311 | 0.9937 | 1.0405 | 0.9388 |
Total Trades | 1169 | 584 | 585 | 1169 | 584 | 585 |
Winning Trades | 465 | 260 | 205 | 465 | 260 | 205 |
Losing Trades | 704 | 324 | 380 | 704 | 324 | 380 |
Profitability (%) | 39.7776 | 44.5205 | 35.0427 | 39.7776 | 44.5205 | 35.0427 |
Ratio Avg Win / Avg Loss | 1.7707 | 1.7365 | 1.7259 | 1.5044 | 1.2967 | 1.7403 |
Largest Winning Trade | 284455 | 284455 | 60585 | 343003 | 343003 | 263116 |
Largest Losing Trade | -27401 | -26740 | -27401 | -126795 | -126795 | -100722 |
Avg Bars in Trades | 21 | 11 | 31 | 21 | 11 | 31 |
Avg Bars in Winners | 33 | 11 | 60 | 33 | 11 | 60 |
Avg Bars in Losers | 13 | 10 | 15 | 13 | 10 | 15 |
Bars Traded | 24779 | 6476 | 18302 | 24779 | 6476 | 18302 |
Profit Streak | 19.046 | 19.546 | 19.046 | 19.046 | 19.546 | 19.046 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -24073 | 333468 | -580756 | -574486 | -347216 | -580756 |
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{ "first_band": { "type": "bbm", "factors": { "length": 145, "offset": 0, "std": 3.65553 } }, "second_band": { "type": "bbl", "factors": { "length": 214, "offset": 0, "std": 4.57475 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 145, "offset": 0, "std": 3.65553 } }, "second_band": { "type": "bbl", "factors": { "length": 214, "offset": 0, "std": 4.57475 } } }
# | 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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