Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 593615.9874 | 470264.1022 | 123351.8853 | -388638.0509 | 547045.2218 | -935683.2728 |
Total P&L (%) | 593.616 | 470.2641 | 123.3519 | -388.6381 | 547.0452 | -935.6833 |
Avg Daily Profit (%) | 0.3121 | 0.2472 | 0.0649 | 0 | 0.0982 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147408 | -114108 | -185376 | -1166130 | -437110 | -1117458 |
Profit Factor | 1.8793 | 2.4701 | 1.3472 | 0.8561 | 1.5475 | 0.4503 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 44 | 21 | 23 | 39 | 22 | 17 |
Losing Trades | 33 | 18 | 15 | 38 | 17 | 21 |
Profitability (%) | 57.1429 | 53.8462 | 60.5263 | 50.6494 | 56.4103 | 44.7368 |
Ratio Avg Win / Avg Loss | 1.4095 | 2.1173 | 0.8786 | 0.8342 | 1.1958 | 0.5562 |
Largest Winning Trade | 251055 | 251055 | 60040 | 250924 | 214733 | 250924 |
Largest Losing Trade | -116304 | -41148 | -116304 | -812020 | -248012 | -812020 |
Avg Bars in Trades | 95 | 67 | 125 | 95 | 67 | 125 |
Avg Bars in Winners | 111 | 61 | 157 | 78 | 69 | 90 |
Avg Bars in Losers | 74 | 73 | 75 | 113 | 63 | 153 |
Bars Traded | 7371 | 2618 | 4753 | 7371 | 2618 | 4753 |
Profit Streak | 0 | 0 | 581.672 | 495.422 | 584.672 | 0 |
Trades During Streak | 0 | 0 | 1 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33621 | 477056 | -105667 | -626387 | -58021 | -582811 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 194, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 42, "offset": 0, "std": 4.06746 } } }
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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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