Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121461.6539 | 351366.4051 | -229904.7511 | -102206.7736 | -449815.3582 | 347608.5847 |
Total P&L (%) | 121.4617 | 351.3664 | -229.9048 | -102.2068 | -449.8154 | 347.6086 |
Avg Daily Profit (%) | 0.0658 | 0.1903 | -0.1245 | 0 | 0 | 0.0812 |
Buy And Hold Return (%) | 107.691 | 107.691 | 107.691 | 107.691 | 107.691 | 107.691 |
Max Trade Drawdown | -293597 | -77480 | -261015 | -717709 | -433312 | -239548 |
Profit Factor | 1.1355 | 2.2286 | 0.6234 | 0.8952 | 0.1092 | 1.739 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 48 | 29 | 19 | 37 | 15 | 22 |
Losing Trades | 41 | 16 | 25 | 52 | 30 | 22 |
Profitability (%) | 53.9326 | 64.4444 | 43.1818 | 41.573 | 33.3333 | 50 |
Ratio Avg Win / Avg Loss | 0.9699 | 1.2296 | 0.8203 | 1.2581 | 0.2185 | 1.739 |
Largest Winning Trade | 134416 | 134416 | 74923 | 700582 | 33294 | 700582 |
Largest Losing Trade | -130113 | -34471 | -130113 | -183406 | -121683 | -183406 |
Avg Bars in Trades | 117 | 101 | 134 | 117 | 101 | 134 |
Avg Bars in Winners | 133 | 85 | 206 | 143 | 128 | 153 |
Avg Bars in Losers | 99 | 131 | 79 | 99 | 88 | 114 |
Bars Traded | 10474 | 4578 | 5896 | 10474 | 4578 | 5896 |
Profit Streak | 0 | 0 | 0 | 137.171 | 137.171 | 154.8376 |
Trades During Streak | 0 | 0 | 0 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -303509 | 350253 | -583371 | -580767 | -586232 | -82711 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 239, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 106, "offset": 0, "std": 2.81393 } } }
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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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