Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 962918.711 | 881032.168 | 81886.543 | 2561975.9069 | 3243698.1412 | -681722.2344 |
Total P&L (%) | 962.9187 | 881.0322 | 81.8865 | 2561.9759 | 3243.6981 | -681.7222 |
Avg Daily Profit (%) | 0.4392 | 0.4018 | 0.0373 | 0.1498 | 0.1602 | 0 |
Buy And Hold Return (%) | 511.8905 | 511.8905 | 511.8905 | 511.8905 | 511.8905 | 511.8905 |
Max Trade Drawdown | -129820 | -113496 | -129451 | -1745914 | -1150867 | -1568182 |
Profit Factor | 1.8385 | 2.6355 | 1.1343 | 1.2697 | 1.7011 | 0.8601 |
Total Trades | 370 | 185 | 185 | 370 | 185 | 185 |
Winning Trades | 182 | 92 | 90 | 182 | 92 | 90 |
Losing Trades | 188 | 93 | 95 | 188 | 93 | 95 |
Profitability (%) | 49.1892 | 49.7297 | 48.6486 | 49.1892 | 49.7297 | 48.6486 |
Ratio Avg Win / Avg Loss | 1.8991 | 2.6642 | 1.1973 | 1.3116 | 1.7196 | 0.9079 |
Largest Winning Trade | 429503 | 429503 | 54138 | 2548342 | 2548342 | 518431 |
Largest Losing Trade | -69003 | -25190 | -69003 | -680344 | -626917 | -680344 |
Avg Bars in Trades | 23 | 21 | 25 | 23 | 21 | 25 |
Avg Bars in Winners | 29 | 27 | 31 | 29 | 27 | 31 |
Avg Bars in Losers | 17 | 15 | 19 | 17 | 15 | 19 |
Bars Traded | 8691 | 4044 | 4646 | 8691 | 4044 | 4646 |
Profit Streak | 0 | 0 | 52.6059 | 0 | 0 | 52.6059 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280289 | 238587 | -380440 | 280557 | 398328 | -579626 |
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{ "first_band": { "type": "sma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 60, "offset": 0, "std": 2.38565 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 60, "offset": 0, "std": 2.38565 } } }
# | 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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