Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191496.0294 | 1245051.7179 | -53555.6885 | 21494.5593 | -100497.2193 | 121991.7786 |
Total P&L (%) | 1191.496 | 1245.0517 | -53.5557 | 21.4946 | -100.4972 | 121.9918 |
Avg Daily Profit (%) | 0.6354 | 0.6639 | -0.0286 | 0.0104 | 0 | 0.0425 |
Buy And Hold Return (%) | 222.6087 | 222.6087 | 222.6087 | 222.6087 | 222.6087 | 222.6087 |
Max Trade Drawdown | -223258 | -189959 | -79284 | -2763449 | -2685326 | -352015 |
Profit Factor | 3.0215 | 3.7005 | 0.5829 | 1.0047 | 0.9745 | 1.1899 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 50 | 26 | 24 | 50 | 26 | 24 |
Profitability (%) | 36.7089 | 33.3333 | 40 | 36.7089 | 33.3333 | 40 |
Ratio Avg Win / Avg Loss | 5.2094 | 7.4011 | 0.8743 | 1.7322 | 1.9491 | 1.7849 |
Largest Winning Trade | 1109887 | 1109887 | 20852 | 2040256 | 2040256 | 173127 |
Largest Losing Trade | -41510 | -41510 | -16999 | -722576 | -722576 | -140907 |
Avg Bars in Trades | 136 | 261 | 13 | 136 | 261 | 13 |
Avg Bars in Winners | 205 | 442 | 12 | 205 | 442 | 12 |
Avg Bars in Losers | 95 | 170 | 14 | 95 | 170 | 14 |
Bars Traded | 10748 | 10201 | 547 | 10748 | 10201 | 547 |
Profit Streak | 0 | 51.4274 | 0 | 0 | 51.4274 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20014 | 432354 | -584360 | -595449 | -583897 | -315933 |
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{ "first_band": { "type": "bbm", "factors": { "length": 221, "offset": 3, "std": 3.40494 } }, "second_band": { "type": "bbu", "factors": { "length": 42, "offset": 0, "std": 2.59992 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 221, "offset": 3, "std": 3.40494 } }, "second_band": { "type": "bbu", "factors": { "length": 42, "offset": 0, "std": 2.59992 } } }
# | 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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