Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165246.5114 | 78236.8224 | 87009.689 | 236053.9627 | 112457.8801 | 123596.0826 |
Total P&L (%) | 165.2465 | 78.2368 | 87.0097 | 236.054 | 112.4579 | 123.5961 |
Avg Daily Profit (%) | 0.6345 | 0.3004 | 0.3341 | 0.4665 | 0.2898 | 0.3095 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50201 | -48006 | -42315 | -62209 | -44519 | -54707 |
Profit Factor | 1.4315 | 1.4243 | 1.4382 | 1.5202 | 1.526 | 1.5151 |
Total Trades | 219 | 109 | 110 | 219 | 109 | 110 |
Winning Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Losing Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Profitability (%) | 50.2283 | 50.4587 | 50 | 50.2283 | 50.4587 | 50 |
Ratio Avg Win / Avg Loss | 1.4185 | 1.3984 | 1.4382 | 1.5064 | 1.4983 | 1.5151 |
Largest Winning Trade | 27171 | 27171 | 16264 | 34734 | 34734 | 32142 |
Largest Losing Trade | -30061 | -30061 | -25795 | -30136 | -27040 | -30136 |
Avg Bars in Trades | 110 | 115 | 106 | 110 | 115 | 106 |
Avg Bars in Winners | 133 | 140 | 127 | 133 | 140 | 127 |
Avg Bars in Losers | 87 | 89 | 85 | 87 | 89 | 85 |
Bars Traded | 24269 | 12575 | 11694 | 24269 | 12575 | 11694 |
Profit Streak | 4.9015 | 0 | 4.9224 | 4.9015 | 0 | 4.9224 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454583 | 278010 | 312582 | 462415 | 297122 | 361921 |
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{ "first_band": { "type": "bbm", "factors": { "length": 116, "offset": 0, "std": 4.47892 } }, "second_band": { "type": "ema", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 116, "offset": 0, "std": 4.47892 } }, "second_band": { "type": "ema", "factors": { "length": 144, "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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