Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378825.3712 | 1373302.3241 | 5523.0472 | 730134.5327 | 107455.9153 | 622678.6174 |
Total P&L (%) | 1378.8254 | 1373.3023 | 5.523 | 730.1345 | 107.4559 | 622.6786 |
Avg Daily Profit (%) | 0.7385 | 0.7355 | 0.003 | 0.1134 | 0.0391 | 0.106 |
Buy And Hold Return (%) | 286.6893 | 286.6893 | 286.6893 | 286.6893 | 286.6893 | 286.6893 |
Max Trade Drawdown | -139395 | -178439 | -99721 | -2556953 | -3206086 | -608184 |
Profit Factor | 3.5626 | 5.7325 | 1.0223 | 1.1188 | 1.0264 | 1.2995 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 32.8125 | 34.375 | 31.25 | 32.8125 | 34.375 | 31.25 |
Ratio Avg Win / Avg Loss | 7.2949 | 10.9438 | 2.249 | 2.291 | 1.9596 | 2.8589 |
Largest Winning Trade | 724859 | 724859 | 54151 | 2673954 | 2673954 | 718439 |
Largest Losing Trade | -50662 | -26329 | -50662 | -749042 | -749042 | -498944 |
Avg Bars in Trades | 172 | 139 | 204 | 172 | 139 | 204 |
Avg Bars in Winners | 287 | 230 | 351 | 287 | 230 | 351 |
Avg Bars in Losers | 115 | 92 | 137 | 115 | 92 | 137 |
Bars Traded | 11020 | 4473 | 6547 | 11020 | 4473 | 6547 |
Profit Streak | 0 | 49.5497 | 0 | 0 | 49.5497 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -132583 | 499756 | -556868 | -283842 | -502345 | -62956 |
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{ "first_band": { "type": "rma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 1.24334 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 1.24334 } } }
# | 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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