Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697718.1815 | 584040.3503 | 113677.8312 | 1876889.3839 | 1189877.695 | 687011.6888 |
Total P&L (%) | 697.7182 | 584.0404 | 113.6778 | 1876.8894 | 1189.8777 | 687.0117 |
Avg Daily Profit (%) | 0.3937 | 0.3295 | 0.0641 | 0.1685 | 0.1444 | 0.1165 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64679 | -40481 | -83116 | -1681415 | -1063313 | -1520474 |
Profit Factor | 2.7488 | 4.7625 | 1.4664 | 1.2968 | 1.5015 | 1.1738 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 41.2698 | 41.9355 | 40.625 | 41.2698 | 41.9355 | 40.625 |
Ratio Avg Win / Avg Loss | 3.9118 | 6.5942 | 2.1432 | 1.8454 | 2.079 | 1.7156 |
Largest Winning Trade | 322843 | 322843 | 76117 | 1303981 | 910292 | 1303981 |
Largest Losing Trade | -30892 | -27946 | -30892 | -1066273 | -349428 | -1066273 |
Avg Bars in Trades | 81 | 77 | 85 | 81 | 77 | 85 |
Avg Bars in Winners | 144 | 123 | 165 | 144 | 123 | 165 |
Avg Bars in Losers | 37 | 45 | 30 | 37 | 45 | 30 |
Bars Traded | 5139 | 2415 | 2724 | 5139 | 2415 | 2724 |
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 | -139734 | 489221 | -108752 | -145728 | -626 | -68958 |
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{ "first_band": { "type": "bbm", "factors": { "length": 100, "offset": 0, "std": 2.60088 } }, "second_band": { "type": "midpoint", "factors": { "length": 36, "offset": 0 } } }
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# | 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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