Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1516950.4476 | 1556835.6287 | -39885.1811 | -75534.3891 | -36592.2349 | -38942.1542 |
Total P&L (%) | 1516.9504 | 1556.8356 | -39.8852 | -75.5344 | -36.5922 | -38.9422 |
Avg Daily Profit (%) | 0.6384 | 0.6552 | -0.0168 | -0.0592 | -0.0192 | -0.0208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189545 | -174109 | -83314 | -715966 | -506485 | -260595 |
Profit Factor | 2.6106 | 3.52 | 0.8769 | 0.9523 | 0.9681 | 0.9109 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Profitability (%) | 43.1579 | 40.4255 | 45.8333 | 43.1579 | 40.4255 | 45.8333 |
Ratio Avg Win / Avg Loss | 3.4383 | 5.1874 | 1.0364 | 1.2543 | 1.4267 | 1.0765 |
Largest Winning Trade | 1409034 | 1409034 | 47454 | 533527 | 533527 | 168031 |
Largest Losing Trade | -69952 | -69952 | -53198 | -341825 | -341825 | -211514 |
Avg Bars in Trades | 45 | 76 | 15 | 45 | 76 | 15 |
Avg Bars in Winners | 47 | 82 | 17 | 47 | 82 | 17 |
Avg Bars in Losers | 44 | 73 | 13 | 44 | 73 | 13 |
Bars Traded | 4337 | 3602 | 735 | 4337 | 3602 | 735 |
Profit Streak | 121.0204 | 0 | 121.5204 | 121.0204 | 0 | 121.5204 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 537164 | 539856 | -579799 | -580953 | -582753 | -579799 |
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{ "first_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 2.64074 } }, "second_band": { "type": "midprice", "factors": { "length": 97, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 2.64074 } }, "second_band": { "type": "midprice", "factors": { "length": 97, "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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