Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315793.8476 | 256981.7413 | 58812.1063 | 116276.6492 | -216087.5857 | 332364.2348 |
Total P&L (%) | 315.7938 | 256.9817 | 58.8121 | 116.2766 | -216.0876 | 332.3642 |
Avg Daily Profit (%) | 0.1686 | 0.1372 | 0.0314 | 0.0412 | 0 | 0.0782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146503 | -157617 | -29363 | -1187997 | -1262858 | -76768 |
Profit Factor | 1.3777 | 1.4034 | 1.2954 | 1.0338 | 0.9256 | 1.621 |
Total Trades | 219 | 110 | 109 | 219 | 110 | 109 |
Winning Trades | 131 | 62 | 69 | 131 | 62 | 69 |
Losing Trades | 88 | 48 | 40 | 88 | 48 | 40 |
Profitability (%) | 59.8174 | 56.3636 | 63.3028 | 59.8174 | 56.3636 | 63.3028 |
Ratio Avg Win / Avg Loss | 0.9255 | 1.0865 | 0.751 | 0.6945 | 0.7166 | 0.9397 |
Largest Winning Trade | 78279 | 78279 | 16580 | 286265 | 286265 | 78908 |
Largest Losing Trade | -63556 | -63556 | -24212 | -614490 | -614490 | -68187 |
Avg Bars in Trades | 33 | 61 | 5 | 33 | 61 | 5 |
Avg Bars in Winners | 19 | 34 | 5 | 19 | 34 | 5 |
Avg Bars in Losers | 55 | 96 | 6 | 55 | 96 | 6 |
Bars Traded | 7434 | 6818 | 616 | 7434 | 6818 | 616 |
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 | 311889 | -8589 | -151558 | -320490 | -580214 | -86511 |
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{ "first_band": { "type": "dcl", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 2.66028 } } }
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# | 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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