Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2020667.1588 | 1907856.2233 | 112810.9355 | 5560889.1354 | 4098186.7797 | 1462702.3557 |
Total P&L (%) | 2020.6672 | 1907.8562 | 112.8109 | 5560.8891 | 4098.1868 | 1462.7024 |
Avg Daily Profit (%) | 1.0943 | 1.0332 | 0.0611 | 0.2188 | 0.2026 | 0.149 |
Buy And Hold Return (%) | 112.551 | 112.551 | 112.551 | 112.551 | 112.551 | 112.551 |
Max Trade Drawdown | -87491 | -54136 | -72595 | -6277868 | -4594141 | -2915994 |
Profit Factor | 6.3299 | 11.9046 | 1.5526 | 1.3071 | 1.4187 | 1.1758 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 35 | 20 | 15 | 35 | 20 | 15 |
Profitability (%) | 38.5965 | 31.0345 | 46.4286 | 38.5965 | 31.0345 | 46.4286 |
Ratio Avg Win / Avg Loss | 10.0702 | 26.4547 | 1.7914 | 2.0795 | 3.1528 | 1.3567 |
Largest Winning Trade | 1710096 | 1710096 | 75620 | 4283444 | 4283444 | 2807026 |
Largest Losing Trade | -43388 | -24645 | -43388 | -1992829 | -1992829 | -1381880 |
Avg Bars in Trades | 187 | 179 | 194 | 187 | 179 | 194 |
Avg Bars in Winners | 373 | 415 | 343 | 373 | 415 | 343 |
Avg Bars in Losers | 70 | 73 | 65 | 70 | 73 | 65 |
Bars Traded | 10664 | 5218 | 5446 | 10664 | 5218 | 5446 |
Profit Streak | 0 | 0 | 76.6526 | 0 | 0 | 76.6526 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -162262 | 520780 | -295554 | -174775 | 91800 | -42794 |
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{ "first_band": { "type": "sma", "factors": { "length": 183, "offset": 85 } }, "second_band": { "type": "bbm", "factors": { "length": 249, "offset": 0, "std": 4.79942 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 183, "offset": 85 } }, "second_band": { "type": "bbm", "factors": { "length": 249, "offset": 0, "std": 4.79942 } } }
# | 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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