Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1742196.8824 | 1559991.8591 | 182205.0232 | 46540584.034 | 28287756.6682 | 18252827.3658 |
Total P&L (%) | 1742.1969 | 1559.9919 | 182.205 | 46540.584 | 28287.7567 | 18252.8274 |
Avg Daily Profit (%) | 0.9536 | 0.8539 | 0.0997 | 0.3369 | 0.3096 | 0.2857 |
Buy And Hold Return (%) | 676.3997 | 676.3997 | 676.3997 | 676.3997 | 676.3997 | 676.3997 |
Max Trade Drawdown | -71426 | -40143 | -38685 | -38240594 | -26058650 | -27554796 |
Profit Factor | 3.5576 | 5.7546 | 1.516 | 1.3005 | 1.3795 | 1.2273 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 148 | 78 | 70 | 148 | 78 | 70 |
Profitability (%) | 29.8578 | 25.7143 | 33.9623 | 29.8578 | 25.7143 | 33.9623 |
Ratio Avg Win / Avg Loss | 8.3575 | 16.6243 | 2.9478 | 3.0552 | 3.9852 | 2.3864 |
Largest Winning Trade | 1008884 | 1008884 | 70283 | 26428014 | 26428014 | 17595505 |
Largest Losing Trade | -14456 | -14456 | -13874 | -7219829 | -4890114 | -7219829 |
Avg Bars in Trades | 25 | 23 | 27 | 25 | 23 | 27 |
Avg Bars in Winners | 61 | 61 | 61 | 61 | 61 | 61 |
Avg Bars in Losers | 10 | 10 | 9 | 10 | 10 | 9 |
Bars Traded | 5364 | 2491 | 2873 | 5364 | 2491 | 2873 |
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 | 342936 | -9949 | -229327 | 121826 | -16007 | 118430 |
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{ "first_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 3.32401 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 3.32401 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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