Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165577.5038 | 199363.7457 | -33786.2419 | -39646.53 | -36627.8779 | -3018.6521 |
Total P&L (%) | 165.5775 | 199.3637 | -33.7862 | -39.6465 | -36.6279 | -3.0187 |
Avg Daily Profit (%) | 0.1358 | 0.1636 | -0.0277 | -0.0414 | -0.0374 | -0.0025 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119170 | -129765 | -71899 | -313462 | -332939 | -75725 |
Profit Factor | 1.229 | 1.3737 | 0.8218 | 0.9677 | 0.9631 | 0.9871 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Losing Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Profitability (%) | 54.1063 | 54.3689 | 53.8462 | 54.1063 | 54.3689 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.0424 | 1.1529 | 0.7044 | 0.8208 | 0.8084 | 0.8461 |
Largest Winning Trade | 101971 | 101971 | 10739 | 111036 | 111036 | 19543 |
Largest Losing Trade | -52843 | -52843 | -40589 | -101543 | -101543 | -48994 |
Avg Bars in Trades | 68 | 129 | 7 | 68 | 129 | 7 |
Avg Bars in Winners | 49 | 91 | 6 | 49 | 91 | 6 |
Avg Bars in Losers | 91 | 174 | 9 | 91 | 174 | 9 |
Bars Traded | 14179 | 13351 | 829 | 14179 | 13351 | 829 |
Profit Streak | 20.2965 | 21.2965 | 20.2965 | 20.2965 | 21.2965 | 20.2965 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -9358 | 330553 | -579724 | -578100 | -579439 | -579724 |
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{ "first_band": { "type": "dcl", "factors": { "length": 22, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 208, "offset": 0, "std": 2.58544 } } }
# | 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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