Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703464.2554 | 809238.9298 | -105774.6744 | -83713.6997 | 304680.6893 | -388394.389 |
Total P&L (%) | 703.4643 | 809.2389 | -105.7747 | -83.7137 | 304.6807 | -388.3944 |
Avg Daily Profit (%) | 0.3661 | 0.4212 | -0.055 | -0.0944 | 0.0728 | 0 |
Buy And Hold Return (%) | 36.3488 | 36.3488 | 36.3488 | 36.3488 | 36.3488 | 36.3488 |
Max Trade Drawdown | -303418 | -203904 | -180907 | -1466056 | -1142205 | -417085 |
Profit Factor | 2.1542 | 3.6827 | 0.6564 | 0.9661 | 1.237 | 0.6715 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Profitability (%) | 35.5932 | 37.931 | 33.3333 | 35.5932 | 37.931 | 33.3333 |
Ratio Avg Win / Avg Loss | 3.898 | 6.0263 | 1.3128 | 1.7482 | 2.0241 | 1.343 |
Largest Winning Trade | 970822 | 970822 | 43467 | 1086243 | 1086243 | 258093 |
Largest Losing Trade | -50249 | -40729 | -50249 | -496321 | -496321 | -263755 |
Avg Bars in Trades | 62 | 68 | 57 | 62 | 68 | 57 |
Avg Bars in Winners | 92 | 88 | 96 | 92 | 88 | 96 |
Avg Bars in Losers | 46 | 56 | 37 | 46 | 56 | 37 |
Bars Traded | 3708 | 1992 | 1715 | 3708 | 1992 | 1715 |
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 | -171825 | 432298 | -585640 | -763380 | -99707 | -585640 |
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{ "first_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 2.46456 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 2.46456 } }, "second_band": { "type": "midpoint", "factors": { "length": 70, "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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