Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 472310.8777 | 517731.9375 | -45421.0597 | -93419.8163 | 111164.634 | -204584.4502 |
Total P&L (%) | 472.3109 | 517.7319 | -45.4211 | -93.4198 | 111.1646 | -204.5845 |
Avg Daily Profit (%) | 0.2009 | 0.2202 | -0.0193 | -0.1157 | 0.0318 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151013 | -147675 | -220172 | -158679 | -95670 | -221735 |
Profit Factor | 1.6325 | 2.1826 | 0.853 | 0.7799 | 1.7223 | 0.2439 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 53.9683 | 48.3871 | 59.375 | 53.9683 | 48.3871 | 59.375 |
Ratio Avg Win / Avg Loss | 1.3924 | 2.3281 | 0.5836 | 0.6652 | 1.8372 | 0.1669 |
Largest Winning Trade | 184599 | 184599 | 32757 | 84090 | 84090 | 32090 |
Largest Losing Trade | -93815 | -62173 | -93815 | -95670 | -95670 | -79374 |
Avg Bars in Trades | 136 | 189 | 86 | 136 | 189 | 86 |
Avg Bars in Winners | 114 | 145 | 89 | 114 | 145 | 89 |
Avg Bars in Losers | 163 | 230 | 80 | 163 | 230 | 80 |
Bars Traded | 8618 | 5866 | 2752 | 8618 | 5866 | 2752 |
Profit Streak | 124.1071 | 124.1071 | 564.6071 | 124.1071 | 124.1071 | 564.6071 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139525 | 441412 | -578227 | -729911 | -147253 | -578227 |
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{ "first_band": { "type": "bbm", "factors": { "length": 75, "offset": 0, "std": 3.40236 } }, "second_band": { "type": "midprice", "factors": { "length": 244, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 75, "offset": 0, "std": 3.40236 } }, "second_band": { "type": "midprice", "factors": { "length": 244, "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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