Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1543838.427 | 1444176.0098 | 99662.4172 | 1576660.5668 | 514922.4223 | 1061738.1445 |
Total P&L (%) | 1543.8384 | 1444.176 | 99.6624 | 1576.6606 | 514.9224 | 1061.7381 |
Avg Daily Profit (%) | 0.8358 | 0.7819 | 0.054 | 0.1528 | 0.0984 | 0.1329 |
Buy And Hold Return (%) | 45.3711 | 45.3711 | 45.3711 | 45.3711 | 45.3711 | 45.3711 |
Max Trade Drawdown | -86275 | -68065 | -64642 | -1725673 | -1177113 | -918590 |
Profit Factor | 3.6079 | 6.0442 | 1.326 | 1.1757 | 1.1189 | 1.2287 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 45 | 19 | 26 | 45 | 19 | 26 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 39.1304 | 32.7586 | 45.614 | 39.1304 | 32.7586 | 45.614 |
Ratio Avg Win / Avg Loss | 5.6124 | 12.4066 | 1.5811 | 1.8289 | 2.2967 | 1.4649 |
Largest Winning Trade | 1340195 | 1340195 | 67452 | 1090064 | 991661 | 1090064 |
Largest Losing Trade | -32034 | -20754 | -32034 | -517229 | -346334 | -517229 |
Avg Bars in Trades | 187 | 169 | 205 | 187 | 169 | 205 |
Avg Bars in Winners | 337 | 352 | 326 | 337 | 352 | 326 |
Avg Bars in Losers | 90 | 80 | 103 | 90 | 80 | 103 |
Bars Traded | 21528 | 9824 | 11704 | 21528 | 9824 | 11704 |
Profit Streak | 0 | 0 | 37.5048 | 0 | 0 | 37.5048 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 577783 | -165498 | -306303 | -22426 | -336853 | -196804 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 88, "offset": 177 } }, "second_band": { "type": "bbm", "factors": { "length": 24, "offset": 0, "std": 3.98917 } } }
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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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