Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1474024.8675 | 1435554.175 | 38470.6925 | 2082828.8404 | 602445.4653 | 1480383.3751 |
Total P&L (%) | 1474.0249 | 1435.5542 | 38.4707 | 2082.8288 | 602.4455 | 1480.3834 |
Avg Daily Profit (%) | 0.6241 | 0.6079 | 0.0163 | 0.1306 | 0.0826 | 0.1169 |
Buy And Hold Return (%) | 456.2312 | 456.2312 | 456.2312 | 456.2312 | 456.2312 | 456.2312 |
Max Trade Drawdown | -71641 | -93573 | -83161 | -2558203 | -1747398 | -921852 |
Profit Factor | 4.2625 | 7.8128 | 1.1596 | 1.2644 | 1.1427 | 1.4049 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 33.8235 | 32.3529 | 35.2941 | 33.8235 | 32.3529 | 35.2941 |
Ratio Avg Win / Avg Loss | 8.3397 | 16.3359 | 2.1259 | 2.4739 | 2.3894 | 2.5756 |
Largest Winning Trade | 1262792 | 1262792 | 58987 | 1654900 | 1539059 | 1654900 |
Largest Losing Trade | -31816 | -23598 | -31816 | -1118808 | -1118808 | -531272 |
Avg Bars in Trades | 100 | 78 | 121 | 100 | 78 | 121 |
Avg Bars in Winners | 200 | 170 | 228 | 200 | 170 | 228 |
Avg Bars in Losers | 48 | 34 | 62 | 48 | 34 | 62 |
Bars Traded | 6804 | 2682 | 4122 | 6804 | 2682 | 4122 |
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 | -104057 | 366882 | -386492 | -139017 | -217633 | -43256 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 17, "offset": 0, "std": 1.17517 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 17, "offset": 0, "std": 1.17517 } } }
# | 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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