Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1569403.0387 | 1534318.1268 | 35084.9119 | 1664092.8605 | 2215859.9921 | -551767.1316 |
Total P&L (%) | 1569.403 | 1534.3181 | 35.0849 | 1664.0929 | 2215.86 | -551.7671 |
Avg Daily Profit (%) | 0.7127 | 0.6968 | 0.0159 | 0.1304 | 0.1428 | 0 |
Buy And Hold Return (%) | 561.1613 | 561.1613 | 561.1613 | 561.1613 | 561.1613 | 561.1613 |
Max Trade Drawdown | -112018 | -89313 | -99652 | -1526573 | -1055763 | -830032 |
Profit Factor | 2.5731 | 3.786 | 1.0785 | 1.1963 | 1.4575 | 0.8481 |
Total Trades | 281 | 141 | 140 | 281 | 141 | 140 |
Winning Trades | 91 | 44 | 47 | 91 | 44 | 47 |
Losing Trades | 190 | 97 | 93 | 190 | 97 | 93 |
Profitability (%) | 32.3843 | 31.2057 | 33.5714 | 32.3843 | 31.2057 | 33.5714 |
Ratio Avg Win / Avg Loss | 5.3724 | 8.3463 | 2.1341 | 2.4978 | 3.2131 | 1.6782 |
Largest Winning Trade | 765415 | 765415 | 62692 | 1658020 | 1658020 | 299477 |
Largest Losing Trade | -34657 | -33871 | -34657 | -346039 | -346039 | -235731 |
Avg Bars in Trades | 23 | 21 | 24 | 23 | 21 | 24 |
Avg Bars in Winners | 48 | 43 | 53 | 48 | 43 | 53 |
Avg Bars in Losers | 10 | 11 | 10 | 10 | 11 | 10 |
Bars Traded | 6470 | 3009 | 3461 | 6470 | 3009 | 3461 |
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 | 321529 | 310655 | -476699 | -30198 | -9302 | -584294 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 68 } }, "second_band": { "type": "bbm", "factors": { "length": 2, "offset": 0, "std": 3.76999 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 68 } }, "second_band": { "type": "bbm", "factors": { "length": 2, "offset": 0, "std": 3.76999 } } }
# | 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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