Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 253571.0094 | 50743.8205 | 202827.1889 | 218496.9393 | -75683.0906 | 294180.0299 |
Total P&L (%) | 253.571 | 50.7438 | 202.8272 | 218.4969 | -75.6831 | 294.18 |
Avg Daily Profit (%) | 0.1948 | 0.039 | 0.1558 | 0.089 | -0.1086 | 0.1054 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113466 | -116860 | -58578 | -317418 | -323974 | -200802 |
Profit Factor | 1.5035 | 1.1973 | 1.823 | 1.1602 | 0.8875 | 1.4256 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 46 | 19 | 27 | 46 | 19 | 27 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 42.9907 | 35.8491 | 50 | 42.9907 | 35.8491 | 50 |
Ratio Avg Win / Avg Loss | 1.9938 | 2.1426 | 1.823 | 1.5385 | 1.5882 | 1.4256 |
Largest Winning Trade | 61294 | 61294 | 41356 | 126335 | 126335 | 91016 |
Largest Losing Trade | -40970 | -19192 | -40970 | -197720 | -70680 | -197720 |
Avg Bars in Trades | 23 | 22 | 25 | 23 | 22 | 25 |
Avg Bars in Winners | 36 | 33 | 38 | 36 | 33 | 38 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 2557 | 1171 | 1386 | 2557 | 1171 | 1386 |
Profit Streak | 19.2574 | 0 | 92.2574 | 19.2574 | 0 | 92.2574 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302788 | -329725 | -167715 | -118911 | -763280 | -229779 |
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{ "first_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 2.95785 } }, "second_band": { "type": "bbm", "factors": { "length": 15, "offset": 0, "std": 1.23991 } } }
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# | 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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