Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1478499.9306 | 1541319.3917 | -62819.4611 | 20932.8798 | 1233217.1658 | -1212284.286 |
Total P&L (%) | 1478.4999 | 1541.3194 | -62.8195 | 20.9329 | 1233.2172 | -1212.2843 |
Avg Daily Profit (%) | 0.821 | 0.8559 | -0.0349 | 0.0106 | 0.1439 | 0 |
Buy And Hold Return (%) | 439.1562 | 439.1562 | 439.1562 | 439.1562 | 439.1562 | 439.1562 |
Max Trade Drawdown | -211433 | -213932 | -130933 | -2168082 | -1284346 | -1644185 |
Profit Factor | 2.8363 | 4.9979 | 0.8503 | 1.0053 | 1.7992 | 0.5038 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 34 | 12 | 22 | 34 | 12 | 22 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 32.6923 | 23.0769 | 42.3077 | 32.6923 | 23.0769 | 42.3077 |
Ratio Avg Win / Avg Loss | 5.8394 | 16.6595 | 1.1595 | 2.0696 | 5.9974 | 0.687 |
Largest Winning Trade | 965580 | 965580 | 58606 | 2018970 | 2018970 | 332228 |
Largest Losing Trade | -70515 | -46634 | -70515 | -1571131 | -358545 | -1571131 |
Avg Bars in Trades | 67 | 74 | 60 | 67 | 74 | 60 |
Avg Bars in Winners | 120 | 165 | 95 | 120 | 165 | 95 |
Avg Bars in Losers | 41 | 47 | 33 | 41 | 47 | 33 |
Bars Traded | 7006 | 3878 | 3127 | 7006 | 3878 | 3127 |
Profit Streak | 0 | 0 | 91.8963 | 0 | 0 | 91.8963 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336926 | -200273 | -761599 | -564604 | -218959 | -763265 |
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{ "first_band": { "type": "bbm", "factors": { "length": 195, "offset": 0, "std": 3.84947 } }, "second_band": { "type": "midprice", "factors": { "length": 67, "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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