Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1743007.9574 | 1852595.795 | -109587.8376 | -36843.403 | 1157957.3932 | -1194800.7962 |
Total P&L (%) | 1743.008 | 1852.5958 | -109.5878 | -36.8434 | 1157.9574 | -1194.8008 |
Avg Daily Profit (%) | 0.7714 | 0.8199 | -0.0485 | -0.0203 | 0.1121 | 0 |
Buy And Hold Return (%) | 264.69 | 264.69 | 264.69 | 264.69 | 264.69 | 264.69 |
Max Trade Drawdown | -215488 | -143559 | -144889 | -3235120 | -2075222 | -1207435 |
Profit Factor | 2.6933 | 4.2027 | 0.757 | 0.9935 | 1.3512 | 0.4976 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 93 | 50 | 43 | 93 | 50 | 43 |
Profitability (%) | 39.2157 | 35.0649 | 43.4211 | 39.2157 | 35.0649 | 43.4211 |
Ratio Avg Win / Avg Loss | 4.1746 | 7.7828 | 0.9864 | 1.5399 | 2.5022 | 0.6484 |
Largest Winning Trade | 1585243 | 1585243 | 62360 | 3102562 | 3102562 | 424644 |
Largest Losing Trade | -42059 | -34805 | -42059 | -1001506 | -1001506 | -606512 |
Avg Bars in Trades | 57 | 78 | 35 | 57 | 78 | 35 |
Avg Bars in Winners | 96 | 151 | 52 | 96 | 151 | 52 |
Avg Bars in Losers | 31 | 38 | 23 | 31 | 38 | 23 |
Bars Traded | 8778 | 6043 | 2735 | 8778 | 6043 | 2735 |
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 | 518075 | -27373 | -632794 | -581392 | -91035 | -632794 |
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{ "first_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 2.27975 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 2.66895 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 2.27975 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 2.66895 } } }
# | 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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