Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522807.7109 | 431106.4284 | 91701.2826 | 586124.1644 | 326729.4116 | 259394.7528 |
Total P&L (%) | 522.8077 | 431.1064 | 91.7013 | 586.1242 | 326.7294 | 259.3948 |
Avg Daily Profit (%) | 0.4189 | 0.3454 | 0.0735 | 0.1544 | 0.1163 | 0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92899 | -88260 | -50235 | -914797 | -805009 | -360117 |
Profit Factor | 1.5148 | 1.6776 | 1.2418 | 1.1099 | 1.0972 | 1.1317 |
Total Trades | 305 | 152 | 153 | 305 | 152 | 153 |
Winning Trades | 148 | 66 | 82 | 148 | 66 | 82 |
Losing Trades | 157 | 86 | 71 | 157 | 86 | 71 |
Profitability (%) | 48.5246 | 43.4211 | 53.5948 | 48.5246 | 43.4211 | 53.5948 |
Ratio Avg Win / Avg Loss | 1.6069 | 2.186 | 1.0752 | 1.1774 | 1.4296 | 0.9799 |
Largest Winning Trade | 215550 | 215550 | 44884 | 329358 | 329358 | 145422 |
Largest Losing Trade | -27523 | -24220 | -27523 | -213623 | -213623 | -188030 |
Avg Bars in Trades | 48 | 62 | 34 | 48 | 62 | 34 |
Avg Bars in Winners | 56 | 78 | 39 | 56 | 78 | 39 |
Avg Bars in Losers | 39 | 49 | 28 | 39 | 49 | 28 |
Bars Traded | 14645 | 9425 | 5220 | 14645 | 9425 | 5220 |
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 | 483755 | 350084 | -94400 | -90935 | -153662 | -132672 |
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{ "first_band": { "type": "bbm", "factors": { "length": 147, "offset": 0, "std": 1.6691 } }, "second_band": { "type": "midprice", "factors": { "length": 141, "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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