Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2215261.88 | 2331765.5853 | -116503.7053 | -70303.5478 | 354457.5253 | -424761.0731 |
Total P&L (%) | 2215.2619 | 2331.7656 | -116.5037 | -70.3035 | 354.4575 | -424.7611 |
Avg Daily Profit (%) | 1.1921 | 1.2548 | -0.0627 | -0.0653 | 0.0815 | 0 |
Buy And Hold Return (%) | 209.5176 | 209.5176 | 209.5176 | 209.5176 | 209.5176 | 209.5176 |
Max Trade Drawdown | -428061 | -243821 | -195794 | -1969165 | -1220450 | -753699 |
Profit Factor | 3.6819 | 5.6693 | 0.6433 | 0.9682 | 1.2535 | 0.4772 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 48 | 24 | 24 | 48 | 24 | 24 |
Profitability (%) | 37.6623 | 36.8421 | 38.4615 | 37.6623 | 36.8421 | 38.4615 |
Ratio Avg Win / Avg Loss | 6.0942 | 9.7187 | 1.0293 | 1.6025 | 2.1489 | 0.7635 |
Largest Winning Trade | 2333698 | 2333698 | 42353 | 1566298 | 1566298 | 340133 |
Largest Losing Trade | -54265 | -51927 | -54265 | -754625 | -754625 | -423609 |
Avg Bars in Trades | 68 | 116 | 22 | 68 | 116 | 22 |
Avg Bars in Winners | 125 | 223 | 33 | 125 | 223 | 33 |
Avg Bars in Losers | 34 | 53 | 15 | 34 | 53 | 15 |
Bars Traded | 5311 | 4425 | 886 | 5311 | 4425 | 886 |
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 | -30740 | 602729 | -583300 | -629075 | -97274 | -584966 |
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{ "first_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 4.8899 } }, "second_band": { "type": "bbu", "factors": { "length": 24, "offset": 0, "std": 3.1974 } } }
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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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