Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436506.6889 | 362313.7304 | 74192.9585 | -179058.0627 | 865488.1587 | -1044546.2213 |
Total P&L (%) | 436.5067 | 362.3137 | 74.193 | -179.0581 | 865.4882 | -1044.5462 |
Avg Daily Profit (%) | 0.2295 | 0.1905 | 0.039 | 0 | 0.1193 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190162 | -117353 | -162328 | -1121256 | -101006 | -1261318 |
Profit Factor | 1.6818 | 2.1289 | 1.2324 | 0.9017 | 3.5739 | 0.2967 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 42 | 21 | 21 | 43 | 24 | 19 |
Losing Trades | 43 | 22 | 21 | 42 | 19 | 23 |
Profitability (%) | 49.4118 | 48.8372 | 50 | 50.5882 | 55.814 | 45.2381 |
Ratio Avg Win / Avg Loss | 1.7219 | 2.2303 | 1.2324 | 0.8807 | 2.8293 | 0.3592 |
Largest Winning Trade | 198405 | 198405 | 58646 | 400118 | 400118 | 112114 |
Largest Losing Trade | -111903 | -52268 | -111903 | -780951 | -101006 | -780951 |
Avg Bars in Trades | 64 | 52 | 77 | 64 | 52 | 77 |
Avg Bars in Winners | 97 | 73 | 121 | 46 | 46 | 45 |
Avg Bars in Losers | 33 | 32 | 34 | 84 | 59 | 104 |
Bars Traded | 5522 | 2262 | 3261 | 5522 | 2262 | 3261 |
Profit Streak | 0 | 0 | 551.325 | 497.9916 | 551.9916 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 398069 | 402739 | -140131 | -579890 | -24481 | -582586 |
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{ "first_band": { "type": "bbm", "factors": { "length": 112, "offset": 0, "std": 2.037 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 112, "offset": 0, "std": 2.037 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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