Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2301942.1232 | 2160075.1694 | 141866.9538 | 3848615.8042 | 2954018.814 | 894596.9902 |
Total P&L (%) | 2301.9421 | 2160.0752 | 141.867 | 3848.6158 | 2954.0188 | 894.597 |
Avg Daily Profit (%) | 0.9975 | 0.936 | 0.0615 | 0.1594 | 0.1483 | 0.0996 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -142710 | -87926 | -114552 | -4446899 | -3525918 | -3179134 |
Profit Factor | 4.4442 | 6.8028 | 1.4791 | 1.1999 | 1.2742 | 1.1056 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 36 | 28.9474 | 43.2432 | 36 | 28.9474 | 43.2432 |
Ratio Avg Win / Avg Loss | 7.9007 | 16.6977 | 1.9413 | 2.1332 | 3.1275 | 1.4511 |
Largest Winning Trade | 1739457 | 1739457 | 79265 | 4500896 | 4500896 | 1866855 |
Largest Losing Trade | -42855 | -42855 | -39958 | -1901866 | -1327446 | -1901866 |
Avg Bars in Trades | 118 | 102 | 135 | 118 | 102 | 135 |
Avg Bars in Winners | 235 | 240 | 231 | 235 | 240 | 231 |
Avg Bars in Losers | 52 | 45 | 61 | 52 | 45 | 61 |
Bars Traded | 8879 | 3878 | 5001 | 8879 | 3878 | 5001 |
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 | -45997 | 338693 | -111173 | -58513 | -6070 | -166622 |
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{ "first_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 1.24493 } }, "second_band": { "type": "sma", "factors": { "length": 22, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 1.24493 } }, "second_band": { "type": "sma", "factors": { "length": 22, "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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