Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 944821.314 | 845504.4335 | 99316.8806 | 2214316.7927 | 1960867.5304 | 253449.2623 |
Total P&L (%) | 944.8213 | 845.5044 | 99.3169 | 2214.3168 | 1960.8675 | 253.4493 |
Avg Daily Profit (%) | 0.5132 | 0.4593 | 0.0539 | 0.1708 | 0.1645 | 0.0686 |
Buy And Hold Return (%) | 131.6474 | 131.6474 | 131.6474 | 131.6474 | 131.6474 | 131.6474 |
Max Trade Drawdown | -79419 | -63200 | -37321 | -1076218 | -345389 | -1038626 |
Profit Factor | 3.1446 | 5.1519 | 1.4192 | 1.4957 | 2.0811 | 1.0955 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 50.7042 | 44.4444 | 57.1429 | 50.7042 | 44.4444 | 57.1429 |
Ratio Avg Win / Avg Loss | 3.0572 | 6.4399 | 1.0644 | 1.4541 | 2.6014 | 0.8216 |
Largest Winning Trade | 687449 | 687449 | 55932 | 1095208 | 661184 | 1095208 |
Largest Losing Trade | -29925 | -24868 | -29925 | -655743 | -345389 | -655743 |
Avg Bars in Trades | 98 | 95 | 101 | 98 | 95 | 101 |
Avg Bars in Winners | 138 | 145 | 133 | 138 | 145 | 133 |
Avg Bars in Losers | 56 | 54 | 59 | 56 | 54 | 59 |
Bars Traded | 6990 | 3426 | 3564 | 6990 | 3426 | 3564 |
Profit Streak | 0 | 0 | 84.4703 | 0 | 0 | 84.4703 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -74462 | 562047 | -284368 | -82118 | 343020 | -224381 |
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{ "first_band": { "type": "sma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 157, "offset": 0, "std": 3.66899 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 106, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 157, "offset": 0, "std": 3.66899 } } }
# | 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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