Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 290968.621 | 218944.5011 | 72024.1199 | 10837.3957 | 30222.5778 | -19385.1821 |
Total P&L (%) | 290.9686 | 218.9445 | 72.0241 | 10.8374 | 30.2226 | -19.3852 |
Avg Daily Profit (%) | 0.2824 | 0.2125 | 0.0699 | 0.01 | 0.0256 | -0.0209 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117066 | -117545 | -130128 | -84465 | -51654 | -81034 |
Profit Factor | 1.2968 | 1.4038 | 1.1644 | 1.0213 | 1.1097 | 0.9167 |
Total Trades | 246 | 123 | 123 | 246 | 123 | 123 |
Winning Trades | 114 | 51 | 63 | 114 | 51 | 63 |
Losing Trades | 132 | 72 | 60 | 132 | 72 | 60 |
Profitability (%) | 46.3415 | 41.4634 | 51.2195 | 46.3415 | 41.4634 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.5016 | 1.9818 | 1.109 | 1.1826 | 1.5667 | 0.8731 |
Largest Winning Trade | 202619 | 202619 | 30981 | 46812 | 46812 | 11378 |
Largest Losing Trade | -57316 | -38856 | -57316 | -43454 | -20124 | -43454 |
Avg Bars in Trades | 98 | 118 | 78 | 98 | 118 | 78 |
Avg Bars in Winners | 114 | 134 | 98 | 114 | 134 | 98 |
Avg Bars in Losers | 85 | 107 | 58 | 85 | 107 | 58 |
Bars Traded | 24334 | 14621 | 9713 | 24334 | 14621 | 9713 |
Profit Streak | 0 | 0 | 26.3952 | 0 | 0 | 26.3952 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337141 | 216335 | -137860 | -516420 | -263968 | -579383 |
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{ "first_band": { "type": "bbm", "factors": { "length": 114, "offset": 0, "std": 1.82806 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 114, "offset": 0, "std": 1.82806 } }, "second_band": { "type": "midpoint", "factors": { "length": 228, "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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