Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1156107.6488 | 973593.2094 | 182514.4394 | 4188807.6377 | 119496.1388 | 4069311.4988 |
Total P&L (%) | 1156.1076 | 973.5932 | 182.5144 | 4188.8076 | 119.4961 | 4069.3115 |
Avg Daily Profit (%) | 0.5989 | 0.5043 | 0.0945 | 0.1949 | 0.0407 | 0.1934 |
Buy And Hold Return (%) | 14.3083 | 14.3083 | 14.3083 | 14.3083 | 14.3083 | 14.3083 |
Max Trade Drawdown | -79286 | -88594 | -49929 | -2582329 | -1984285 | -1667636 |
Profit Factor | 2.9689 | 3.9815 | 1.7003 | 1.3424 | 1.0175 | 1.7522 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 60 | 36 | 24 | 60 | 36 | 24 |
Profitability (%) | 44.9541 | 34.5455 | 55.5556 | 44.9541 | 34.5455 | 55.5556 |
Ratio Avg Win / Avg Loss | 3.6354 | 7.5439 | 1.3602 | 1.6438 | 1.9279 | 1.4017 |
Largest Winning Trade | 718387 | 718387 | 45383 | 2042350 | 2042350 | 1423582 |
Largest Losing Trade | -38224 | -38026 | -38224 | -1312708 | -754109 | -1312708 |
Avg Bars in Trades | 69 | 60 | 78 | 69 | 60 | 78 |
Avg Bars in Winners | 104 | 104 | 104 | 104 | 104 | 104 |
Avg Bars in Losers | 41 | 37 | 45 | 41 | 37 | 45 |
Bars Traded | 7586 | 3341 | 4245 | 7586 | 3341 | 4245 |
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 | 555999 | -168656 | -243973 | 279927 | -524989 | -169142 |
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{ "first_band": { "type": "sma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 203, "offset": 0, "std": 1.84088 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 203, "offset": 0, "std": 1.84088 } } }
# | 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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