Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 179412.8858 | 304175.4418 | -124762.556 | -100109.887 | 20827.4845 | -120937.3715 |
Total P&L (%) | 179.4129 | 304.1754 | -124.7626 | -100.1099 | 20.8275 | -120.9374 |
Avg Daily Profit (%) | 0.0951 | 0.1612 | -0.0661 | 0 | 0.01 | 0 |
Buy And Hold Return (%) | 16.1159 | 16.1159 | 16.1159 | 16.1159 | 16.1159 | 16.1159 |
Max Trade Drawdown | -236095 | -134078 | -244339 | -106712 | -28267 | -123040 |
Profit Factor | 1.0944 | 1.3676 | 0.8837 | 0.4736 | 1.4208 | 0.1404 |
Total Trades | 422 | 211 | 211 | 422 | 211 | 211 |
Winning Trades | 225 | 115 | 110 | 200 | 102 | 98 |
Losing Trades | 197 | 96 | 101 | 222 | 109 | 113 |
Profitability (%) | 53.3175 | 54.5024 | 52.1327 | 47.3934 | 48.3412 | 46.4455 |
Ratio Avg Win / Avg Loss | 0.9582 | 1.1417 | 0.8114 | 0.5257 | 1.5183 | 0.1619 |
Largest Winning Trade | 53397 | 53397 | 45470 | 17944 | 17944 | 3220 |
Largest Losing Trade | -100758 | -33990 | -100758 | -46685 | -10326 | -46685 |
Avg Bars in Trades | 53 | 46 | 60 | 53 | 46 | 60 |
Avg Bars in Winners | 49 | 39 | 61 | 51 | 50 | 52 |
Avg Bars in Losers | 56 | 53 | 59 | 54 | 41 | 67 |
Bars Traded | 22426 | 9709 | 12717 | 22426 | 9709 | 12717 |
Profit Streak | 0 | 0 | 19.2799 | 7.4466 | 19.1966 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181735 | 321081 | -578887 | -578906 | -251358 | -581333 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 4.36711 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 4.36711 } } }
# | 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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