Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1827518.3187 | 1701937.8769 | 125580.4418 | 34164282.8859 | 31430578.3013 | 2733704.5846 |
Total P&L (%) | 1827.5183 | 1701.9379 | 125.5804 | 34164.2829 | 31430.5783 | 2733.7046 |
Avg Daily Profit (%) | 0.729 | 0.6789 | 0.0501 | 0.2331 | 0.2298 | 0.1335 |
Buy And Hold Return (%) | 2006.8081 | 2006.8081 | 2006.8081 | 2006.8081 | 2006.8081 | 2006.8081 |
Max Trade Drawdown | -66553 | -54680 | -65891 | -28478222 | -15388172 | -27293320 |
Profit Factor | 6.7435 | 12.9334 | 1.7153 | 1.4114 | 1.723 | 1.0691 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Profitability (%) | 55 | 53.3333 | 56.6667 | 55 | 53.3333 | 56.6667 |
Ratio Avg Win / Avg Loss | 5.5174 | 11.3167 | 1.3117 | 1.1548 | 1.5077 | 0.8175 |
Largest Winning Trade | 1228401 | 1228401 | 47768 | 25216287 | 25216287 | 12323901 |
Largest Losing Trade | -29951 | -29951 | -24252 | -11798860 | -11798860 | -11123113 |
Avg Bars in Trades | 162 | 156 | 168 | 162 | 156 | 168 |
Avg Bars in Winners | 217 | 222 | 212 | 217 | 222 | 212 |
Avg Bars in Losers | 96 | 81 | 111 | 96 | 81 | 111 |
Bars Traded | 9755 | 4699 | 5056 | 9755 | 4699 | 5056 |
Profit Streak | 80.4351 | 121.9351 | 80.4351 | 80.4351 | 121.9351 | 80.4351 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -316174 | -143775 | -288273 | -162398 | 464442 | -212307 |
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{ "first_band": { "type": "sma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 4.46302 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 4.46302 } } }
# | 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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