Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188457.0004 | 53429.0333 | 135027.9671 | 133584.192 | -9262.6371 | 142846.8291 |
Total P&L (%) | 188.457 | 53.429 | 135.028 | 133.5842 | -9.2626 | 142.8468 |
Avg Daily Profit (%) | 0.3618 | 0.1026 | 0.2593 | 0.163 | -0.0187 | 0.1705 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63422 | -57025 | -51324 | -157229 | -155031 | -154012 |
Profit Factor | 1.3954 | 1.2028 | 1.6335 | 1.1341 | 0.9826 | 1.3083 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 99 | 44 | 55 | 99 | 44 | 55 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 71.223 | 63.7681 | 78.5714 | 71.223 | 63.7681 | 78.5714 |
Ratio Avg Win / Avg Loss | 0.5638 | 0.6834 | 0.4455 | 0.4582 | 0.5583 | 0.3568 |
Largest Winning Trade | 19782 | 18024 | 19782 | 49085 | 30573 | 49085 |
Largest Losing Trade | -51044 | -30358 | -51044 | -153261 | -77472 | -153261 |
Avg Bars in Trades | 176 | 189 | 162 | 176 | 189 | 162 |
Avg Bars in Winners | 114 | 106 | 119 | 114 | 106 | 119 |
Avg Bars in Losers | 329 | 335 | 318 | 329 | 335 | 318 |
Bars Traded | 24466 | 13094 | 11372 | 24466 | 13094 | 11372 |
Profit Streak | 10.2048 | 21.309 | 10.2048 | 10.2048 | 21.309 | 10.2048 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419620 | -159222 | -81944 | -63706 | -680691 | -84550 |
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{ "first_band": { "type": "bbm", "factors": { "length": 92, "offset": 0, "std": 2.03387 } }, "second_band": { "type": "sma", "factors": { "length": 215, "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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