Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 875755.8906 | 790378.05 | 85377.8406 | 2944085.4057 | 1369692.1683 | 1574393.2373 |
Total P&L (%) | 875.7559 | 790.3781 | 85.3778 | 2944.0854 | 1369.6922 | 1574.3932 |
Avg Daily Profit (%) | 0.4827 | 0.4357 | 0.0471 | 0.1885 | 0.1483 | 0.1555 |
Buy And Hold Return (%) | 446.0847 | 446.0847 | 446.0847 | 446.0847 | 446.0847 | 446.0847 |
Max Trade Drawdown | -112620 | -69060 | -66771 | -2851985 | -3253980 | -1001287 |
Profit Factor | 2.4788 | 3.681 | 1.2871 | 1.2931 | 1.2329 | 1.3779 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 52.2727 | 52.2727 | 52.2727 | 52.2727 | 52.2727 | 52.2727 |
Ratio Avg Win / Avg Loss | 2.2632 | 3.3609 | 1.1751 | 1.1806 | 1.1257 | 1.2581 |
Largest Winning Trade | 284204 | 284204 | 78463 | 2711175 | 2711175 | 1219782 |
Largest Losing Trade | -38109 | -29535 | -38109 | -1514643 | -1514643 | -829248 |
Avg Bars in Trades | 120 | 117 | 123 | 120 | 117 | 123 |
Avg Bars in Winners | 163 | 171 | 155 | 163 | 171 | 155 |
Avg Bars in Losers | 72 | 57 | 88 | 72 | 57 | 88 |
Bars Traded | 10587 | 5153 | 5434 | 10587 | 5153 | 5434 |
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 | 308655 | 317614 | -295476 | 296761 | 81538 | 213468 |
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{ "first_band": { "type": "bbm", "factors": { "length": 131, "offset": 0, "std": 4.52967 } }, "second_band": { "type": "bbm", "factors": { "length": 239, "offset": 0, "std": 4.53236 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 131, "offset": 0, "std": 4.52967 } }, "second_band": { "type": "bbm", "factors": { "length": 239, "offset": 0, "std": 4.53236 } } }
# | 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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