Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3127052.402 | 2890992.4523 | 236059.9497 | 33462967.3311 | 19928217.0745 | 13534750.2566 |
Total P&L (%) | 3127.0524 | 2890.9925 | 236.06 | 33462.9673 | 19928.2171 | 13534.7503 |
Avg Daily Profit (%) | 1.3508 | 1.2488 | 0.102 | 0.2515 | 0.2292 | 0.2125 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79481 | -86580 | -65680 | -43991263 | -26809376 | -37611954 |
Profit Factor | 6.0167 | 9.3199 | 1.8558 | 1.1909 | 1.2086 | 1.1696 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 35 | 12 | 23 | 35 | 12 | 23 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 33.9806 | 23.0769 | 45.098 | 33.9806 | 23.0769 | 45.098 |
Ratio Avg Win / Avg Loss | 11.6896 | 31.0664 | 2.2592 | 2.3137 | 4.0287 | 1.4239 |
Largest Winning Trade | 2408866 | 2408866 | 80843 | 33222700 | 33222700 | 25492605 |
Largest Losing Trade | -22705 | -22705 | -19294 | -13702982 | -11081910 | -13702982 |
Avg Bars in Trades | 64 | 55 | 74 | 64 | 55 | 74 |
Avg Bars in Winners | 153 | 173 | 143 | 153 | 173 | 143 |
Avg Bars in Losers | 18 | 20 | 17 | 18 | 20 | 17 |
Bars Traded | 6667 | 2883 | 3784 | 6667 | 2883 | 3784 |
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 | 583800 | -196539 | -235286 | -6944 | -209699 | -207781 |
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{ "first_band": { "type": "sma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 6, "offset": 0, "std": 1.09375 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 6, "offset": 0, "std": 1.09375 } } }
# | 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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