Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1164585.9825 | 1321608.3745 | -157022.392 | -94853.4501 | 507654.05 | -602507.5001 |
Total P&L (%) | 1164.586 | 1321.6084 | -157.0224 | -94.8535 | 507.6541 | -602.5075 |
Avg Daily Profit (%) | 0.6303 | 0.7153 | -0.085 | -0.1604 | 0.0977 | 0 |
Buy And Hold Return (%) | 10.0902 | 10.0902 | 10.0902 | 10.0902 | 10.0902 | 10.0902 |
Max Trade Drawdown | -323755 | -245340 | -175222 | -1055764 | -520844 | -621470 |
Profit Factor | 2.0419 | 2.8381 | 0.6062 | 0.9535 | 1.4321 | 0.3052 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 60 | 26 | 34 | 60 | 26 | 34 |
Losing Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Profitability (%) | 32.7869 | 28.5714 | 36.9565 | 32.7869 | 28.5714 | 36.9565 |
Ratio Avg Win / Avg Loss | 4.1858 | 7.0951 | 1.0342 | 1.9548 | 3.5804 | 0.5206 |
Largest Winning Trade | 1407661 | 1407661 | 20349 | 990475 | 990475 | 60645 |
Largest Losing Trade | -36298 | -36298 | -28374 | -257054 | -257054 | -189607 |
Avg Bars in Trades | 39 | 66 | 13 | 39 | 66 | 13 |
Avg Bars in Winners | 60 | 119 | 15 | 60 | 119 | 15 |
Avg Bars in Losers | 29 | 45 | 12 | 29 | 45 | 12 |
Bars Traded | 7264 | 6023 | 1241 | 7264 | 6023 | 1241 |
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 | 354982 | 125063 | -584214 | -583735 | -74500 | -585881 |
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{ "first_band": { "type": "bbm", "factors": { "length": 233, "offset": 0, "std": 1.35162 } }, "second_band": { "type": "bbu", "factors": { "length": 248, "offset": 0, "std": 2.91297 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 233, "offset": 0, "std": 1.35162 } }, "second_band": { "type": "bbu", "factors": { "length": 248, "offset": 0, "std": 2.91297 } } }
# | 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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