Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2508116.7236 | 2493558.828 | 14557.8957 | 430423.7796 | 964769.4421 | -534345.6625 |
Total P&L (%) | 2508.1167 | 2493.5588 | 14.5579 | 430.4238 | 964.7694 | -534.3457 |
Avg Daily Profit (%) | 1.1335 | 1.1269 | 0.0066 | 0.0754 | 0.107 | 0 |
Buy And Hold Return (%) | 619.7657 | 619.7657 | 619.7657 | 619.7657 | 619.7657 | 619.7657 |
Max Trade Drawdown | -124695 | -97054 | -69972 | -3927187 | -2966269 | -1486242 |
Profit Factor | 4.7209 | 8.073 | 1.0453 | 1.0423 | 1.1679 | 0.879 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 50 | 46.6667 | 53.3333 | 50 | 46.6667 | 53.3333 |
Ratio Avg Win / Avg Loss | 4.7209 | 9.2263 | 0.9146 | 1.0423 | 1.3347 | 0.7691 |
Largest Winning Trade | 2400056 | 2400056 | 51466 | 3402646 | 3402646 | 434544 |
Largest Losing Trade | -63580 | -47279 | -63580 | -2051852 | -2051852 | -991833 |
Avg Bars in Trades | 71 | 73 | 70 | 71 | 73 | 70 |
Avg Bars in Winners | 88 | 92 | 83 | 88 | 92 | 83 |
Avg Bars in Losers | 55 | 57 | 54 | 55 | 57 | 54 |
Bars Traded | 6472 | 3319 | 3152 | 6472 | 3319 | 3152 |
Profit Streak | 34.8121 | 34.8121 | 67.8121 | 34.8121 | 34.8121 | 67.8121 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 739723 | 687184 | -520732 | -430266 | -96182 | -579310 |
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{ "first_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 107, "offset": 0, "std": 3.4223 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 107, "offset": 0, "std": 3.4223 } } }
# | 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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