Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382224.3932 | 485841.6136 | -103617.2205 | -111581.572 | 15383.4069 | -126964.9789 |
Total P&L (%) | 382.2244 | 485.8416 | -103.6172 | -111.5816 | 15.3834 | -126.965 |
Avg Daily Profit (%) | 0.1683 | 0.2139 | -0.0456 | 0 | 0.0063 | 0 |
Buy And Hold Return (%) | 136.8304 | 136.8304 | 136.8304 | 136.8304 | 136.8304 | 136.8304 |
Max Trade Drawdown | -171814 | -97092 | -343608 | -227898 | -80370 | -233948 |
Profit Factor | 1.1758 | 1.5062 | 0.9147 | 0.8669 | 1.0464 | 0.7492 |
Total Trades | 751 | 376 | 375 | 751 | 376 | 375 |
Winning Trades | 388 | 200 | 188 | 365 | 176 | 189 |
Losing Trades | 363 | 176 | 187 | 386 | 200 | 186 |
Profitability (%) | 51.6644 | 53.1915 | 50.1333 | 48.6019 | 46.8085 | 50.4 |
Ratio Avg Win / Avg Loss | 1.1 | 1.3255 | 0.9099 | 0.9167 | 1.189 | 0.7373 |
Largest Winning Trade | 159340 | 159340 | 54327 | 45223 | 45223 | 40795 |
Largest Losing Trade | -116561 | -30915 | -116561 | -111602 | -44973 | -111602 |
Avg Bars in Trades | 17 | 16 | 19 | 17 | 16 | 19 |
Avg Bars in Winners | 18 | 15 | 21 | 17 | 16 | 19 |
Avg Bars in Losers | 17 | 16 | 18 | 18 | 16 | 20 |
Bars Traded | 13420 | 6077 | 7343 | 13420 | 6077 | 7343 |
Profit Streak | 16.4402 | 16.4402 | 22.7735 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17648 | 328984 | -578038 | -577121 | -519271 | -579043 |
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{ "first_band": { "type": "bbm", "factors": { "length": 208, "offset": 0, "std": 1.07876 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 57 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 208, "offset": 0, "std": 1.07876 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 57 } } }
# | 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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