Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 631654.4488 | 438604.9822 | 193049.4666 | 1294582.7986 | 228896.9719 | 1065685.8267 |
Total P&L (%) | 631.6544 | 438.605 | 193.0495 | 1294.5828 | 228.897 | 1065.6858 |
Avg Daily Profit (%) | 0.3321 | 0.2306 | 0.1015 | 0.1386 | 0.0626 | 0.1292 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102639 | -96994 | -117481 | -915978 | -856056 | -262019 |
Profit Factor | 2.1097 | 2.4469 | 1.7256 | 1.3599 | 1.0961 | 1.8774 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 49.4382 | 51.1111 | 47.7273 | 49.4382 | 51.1111 | 47.7273 |
Ratio Avg Win / Avg Loss | 2.1577 | 2.3405 | 1.8899 | 1.3908 | 1.0484 | 2.0562 |
Largest Winning Trade | 218300 | 218300 | 55298 | 612993 | 612993 | 503156 |
Largest Losing Trade | -40044 | -38742 | -40044 | -856056 | -856056 | -188226 |
Avg Bars in Trades | 82 | 74 | 91 | 82 | 74 | 91 |
Avg Bars in Winners | 107 | 91 | 123 | 107 | 91 | 123 |
Avg Bars in Losers | 58 | 55 | 61 | 58 | 55 | 61 |
Bars Traded | 7347 | 3342 | 4004 | 7347 | 3342 | 4004 |
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 | 475125 | 459192 | -55030 | -7061 | -223946 | -17378 |
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{ "first_band": { "type": "bbm", "factors": { "length": 222, "offset": 0, "std": 3.91846 } }, "second_band": { "type": "sma", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 222, "offset": 0, "std": 3.91846 } }, "second_band": { "type": "sma", "factors": { "length": 135, "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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