Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1428686.0848 | 1385682.0793 | 43004.0055 | 1686970.8033 | 1511807.3319 | 175163.4714 |
Total P&L (%) | 1428.6861 | 1385.6821 | 43.004 | 1686.9708 | 1511.8073 | 175.1635 |
Avg Daily Profit (%) | 0.5698 | 0.5527 | 0.0172 | 0.1151 | 0.1109 | 0.0404 |
Buy And Hold Return (%) | 446.9965 | 446.9965 | 446.9965 | 446.9965 | 446.9965 | 446.9965 |
Max Trade Drawdown | -141006 | -94334 | -105238 | -8821569 | -5349374 | -5906664 |
Profit Factor | 3.2263 | 4.7968 | 1.1554 | 1.0726 | 1.1086 | 1.0188 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 42 | 20 | 22 | 42 | 20 | 22 |
Losing Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Profitability (%) | 37.1681 | 35.7143 | 38.5965 | 37.1681 | 35.7143 | 38.5965 |
Ratio Avg Win / Avg Loss | 5.454 | 8.6343 | 1.8381 | 1.8131 | 1.9955 | 1.6208 |
Largest Winning Trade | 1041946 | 1041946 | 55705 | 3359194 | 3359194 | 2400987 |
Largest Losing Trade | -32647 | -32647 | -28560 | -1449249 | -1370277 | -1449249 |
Avg Bars in Trades | 65 | 79 | 50 | 65 | 79 | 50 |
Avg Bars in Winners | 127 | 163 | 95 | 127 | 163 | 95 |
Avg Bars in Losers | 28 | 33 | 22 | 28 | 33 | 22 |
Bars Traded | 7362 | 4477 | 2885 | 7362 | 4477 | 2885 |
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 | 350588 | -170213 | -568983 | -185701 | -333054 | -688287 |
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{ "first_band": { "type": "bbm", "factors": { "length": 131, "offset": 0, "std": 3.61801 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 131, "offset": 0, "std": 3.61801 } }, "second_band": { "type": "dcu", "factors": { "length": 13, "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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