Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 706022.2295 | 717244.3874 | -11222.1579 | 227154.4132 | 366162.2304 | -139007.8172 |
Total P&L (%) | 706.0222 | 717.2444 | -11.2222 | 227.1544 | 366.1622 | -139.0078 |
Avg Daily Profit (%) | 0.3884 | 0.3945 | -0.0062 | 0.0652 | 0.0847 | 0 |
Buy And Hold Return (%) | 241.7809 | 241.7809 | 241.7809 | 241.7809 | 241.7809 | 241.7809 |
Max Trade Drawdown | -125744 | -101662 | -73457 | -996593 | -714841 | -363170 |
Profit Factor | 2.1632 | 3.2163 | 0.9604 | 1.1014 | 1.2902 | 0.858 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 43.75 | 46.875 | 40.625 | 43.75 | 46.875 | 40.625 |
Ratio Avg Win / Avg Loss | 2.7812 | 3.6451 | 1.4037 | 1.4161 | 1.4622 | 1.2539 |
Largest Winning Trade | 381457 | 381457 | 63347 | 513562 | 513562 | 274403 |
Largest Losing Trade | -41112 | -41112 | -36287 | -309246 | -309246 | -164668 |
Avg Bars in Trades | 82 | 79 | 85 | 82 | 79 | 85 |
Avg Bars in Winners | 127 | 133 | 120 | 127 | 133 | 120 |
Avg Bars in Losers | 47 | 32 | 61 | 47 | 32 | 61 |
Bars Traded | 5290 | 2547 | 2743 | 5290 | 2547 | 2743 |
Profit Streak | 0 | 127.3554 | 0 | 0 | 127.3554 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -135627 | 432938 | -582789 | -526831 | -90643 | -582789 |
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{ "first_band": { "type": "bbm", "factors": { "length": 96, "offset": 0, "std": 4.32425 } }, "second_band": { "type": "rma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 96, "offset": 0, "std": 4.32425 } }, "second_band": { "type": "rma", "factors": { "length": 37, "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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