Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 188818.6334 | 362549.1646 | -173730.5313 | -93137.3417 | -29646.152 | -63491.1897 |
Total P&L (%) | 188.8186 | 362.5492 | -173.7305 | -93.1373 | -29.6462 | -63.4912 |
Avg Daily Profit (%) | 0.0791 | 0.1519 | -0.0728 | -0.1122 | -0.0147 | -0.0422 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -368328 | -77707 | -558284 | -202392 | -78065 | -138582 |
Profit Factor | 1.084 | 1.5155 | 0.8876 | 0.6901 | 0.7541 | 0.6473 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 280 | 145 | 135 | 238 | 125 | 113 |
Losing Trades | 194 | 92 | 102 | 236 | 112 | 124 |
Profitability (%) | 59.0717 | 61.1814 | 56.962 | 50.211 | 52.7426 | 47.6793 |
Ratio Avg Win / Avg Loss | 0.751 | 0.9615 | 0.6706 | 0.6843 | 0.6757 | 0.7103 |
Largest Winning Trade | 52853 | 52853 | 49829 | 43537 | 43537 | 30086 |
Largest Losing Trade | -158350 | -50575 | -158350 | -59852 | -50550 | -59852 |
Avg Bars in Trades | 29 | 19 | 40 | 29 | 19 | 40 |
Avg Bars in Winners | 24 | 15 | 33 | 26 | 16 | 38 |
Avg Bars in Losers | 37 | 24 | 49 | 33 | 22 | 42 |
Bars Traded | 14158 | 4525 | 9633 | 14158 | 4525 | 9633 |
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 | -213195 | 336818 | -579190 | -577995 | -579460 | -580995 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 107, "offset": 0, "std": 3.45742 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 107, "offset": 0, "std": 3.45742 } } }
# | 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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