Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1637380.3154 | 1461729.9215 | 175650.3939 | 29682967.3898 | 19004538.9872 | 10678428.4026 |
Total P&L (%) | 1637.3803 | 1461.7299 | 175.6504 | 29682.9674 | 19004.539 | 10678.4284 |
Avg Daily Profit (%) | 0.6548 | 0.5845 | 0.0702 | 0.2281 | 0.2103 | 0.1873 |
Buy And Hold Return (%) | 370.3264 | 370.3264 | 370.3264 | 370.3264 | 370.3264 | 370.3264 |
Max Trade Drawdown | -91461 | -60272 | -85129 | -39757995 | -29623024 | -20720768 |
Profit Factor | 4.36 | 7.3367 | 1.6844 | 1.268 | 1.2964 | 1.2289 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 45 | 37.5 | 52.5 | 45 | 37.5 | 52.5 |
Ratio Avg Win / Avg Loss | 5.3289 | 12.2278 | 1.524 | 1.5498 | 2.1607 | 1.1119 |
Largest Winning Trade | 894479 | 894479 | 58829 | 19559963 | 19559963 | 14490787 |
Largest Losing Trade | -45029 | -21589 | -45029 | -12053786 | -12053786 | -10245197 |
Avg Bars in Trades | 92 | 83 | 100 | 92 | 83 | 100 |
Avg Bars in Winners | 159 | 169 | 152 | 159 | 169 | 152 |
Avg Bars in Losers | 37 | 32 | 43 | 37 | 32 | 43 |
Bars Traded | 7381 | 3346 | 4035 | 7381 | 3346 | 4035 |
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 | -8319 | 459017 | -261385 | -16445 | 160767 | 285515 |
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{ "first_band": { "type": "bbm", "factors": { "length": 103, "offset": 0, "std": 1.52763 } }, "second_band": { "type": "bbm", "factors": { "length": 237, "offset": 0, "std": 3.69729 } } }
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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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