Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609654.8401 | 609387.3228 | 267.5173 | 103508.6402 | 492071.7504 | -388563.1102 |
Total P&L (%) | 609.6548 | 609.3873 | 0.2675 | 103.5086 | 492.0718 | -388.5631 |
Avg Daily Profit (%) | 0.3358 | 0.3357 | 0.0001 | 0.0391 | 0.098 | 0 |
Buy And Hold Return (%) | 270.5815 | 270.5815 | 270.5815 | 270.5815 | 270.5815 | 270.5815 |
Max Trade Drawdown | -151138 | -93190 | -195335 | -497368 | -255541 | -496260 |
Profit Factor | 1.6138 | 2.2083 | 1.0005 | 1.0577 | 1.6113 | 0.6067 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 82 | 32 | 50 | 82 | 32 | 50 |
Losing Trades | 92 | 55 | 37 | 92 | 55 | 37 |
Profitability (%) | 47.1264 | 36.7816 | 57.4713 | 47.1264 | 36.7816 | 57.4713 |
Ratio Avg Win / Avg Loss | 1.8106 | 3.7955 | 0.7404 | 1.1867 | 2.7695 | 0.449 |
Largest Winning Trade | 265738 | 265738 | 52941 | 283408 | 283408 | 65181 |
Largest Losing Trade | -46402 | -45508 | -46402 | -199084 | -87054 | -199084 |
Avg Bars in Trades | 19 | 25 | 13 | 19 | 25 | 13 |
Avg Bars in Winners | 23 | 35 | 15 | 23 | 35 | 15 |
Avg Bars in Losers | 16 | 20 | 11 | 16 | 20 | 11 |
Bars Traded | 3469 | 2253 | 1216 | 3469 | 2253 | 1216 |
Profit Streak | 64.9139 | 64.9139 | 84.9139 | 64.9139 | 64.9139 | 84.9139 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306321 | 128383 | -577691 | -461958 | -71802 | -578488 |
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{ "first_band": { "type": "bbm", "factors": { "length": 60, "offset": 0, "std": 4.53777 } }, "second_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 60, "offset": 0, "std": 4.53777 } }, "second_band": { "type": "midpoint", "factors": { "length": 54, "offset": 0 } } }
# | 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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