Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5335492.4246 | 5515334.6946 | -179842.27 | -23746.0328 | 196061.7308 | -219807.7636 |
Total P&L (%) | 5335.4924 | 5515.3347 | -179.8423 | -23.746 | 196.0617 | -219.8078 |
Avg Daily Profit (%) | 2.718 | 2.8096 | -0.0916 | -0.0138 | 0.0553 | 0 |
Buy And Hold Return (%) | 1473.6209 | 1473.6209 | 1473.6209 | 1473.6209 | 1473.6209 | 1473.6209 |
Max Trade Drawdown | -208833 | -74712 | -205033 | -257038 | -95132 | -211403 |
Profit Factor | 9.1345 | 18.9412 | 0.484 | 0.9563 | 1.8764 | 0.3134 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Losing Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Profitability (%) | 25.6098 | 29.2683 | 21.9512 | 25.6098 | 29.2683 | 21.9512 |
Ratio Avg Win / Avg Loss | 26.5335 | 45.7746 | 1.7207 | 2.7779 | 4.5347 | 1.1144 |
Largest Winning Trade | 5668163 | 5668163 | 53417 | 309696 | 309696 | 38727 |
Largest Losing Trade | -39780 | -27959 | -39780 | -63335 | -54247 | -63335 |
Avg Bars in Trades | 138 | 133 | 143 | 138 | 133 | 143 |
Avg Bars in Winners | 367 | 321 | 427 | 367 | 321 | 427 |
Avg Bars in Losers | 59 | 55 | 63 | 59 | 55 | 63 |
Bars Traded | 11334 | 5462 | 5873 | 11334 | 5462 | 5873 |
Profit Streak | 0 | 0 | 549.665 | 0 | 0 | 549.665 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -15105 | 360749 | -620632 | -613905 | -292245 | -621743 |
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{ "first_band": { "type": "rma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 19, "offset": 0, "std": 4.77336 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 182, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 19, "offset": 0, "std": 4.77336 } } }
# | 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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