Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 749661.7212 | 685452.704 | 64209.0172 | 3301248.337 | 5302800.6107 | -2001552.2737 |
Total P&L (%) | 749.6617 | 685.4527 | 64.209 | 3301.2483 | 5302.8006 | -2001.5523 |
Avg Daily Profit (%) | 0.2997 | 0.2741 | 0.0257 | 0.1411 | 0.1596 | 0 |
Buy And Hold Return (%) | 791.4901 | 791.4901 | 791.4901 | 791.4901 | 791.4901 | 791.4901 |
Max Trade Drawdown | -80159 | -43020 | -72559 | -2839777 | -1117009 | -3172589 |
Profit Factor | 2.7037 | 5.5871 | 1.221 | 1.3944 | 2.802 | 0.6312 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Profitability (%) | 57.8125 | 62.5 | 53.125 | 57.8125 | 62.5 | 53.125 |
Ratio Avg Win / Avg Loss | 1.973 | 3.3522 | 1.0773 | 1.0176 | 1.6812 | 0.5569 |
Largest Winning Trade | 293914 | 293914 | 47072 | 4105481 | 4105481 | 665966 |
Largest Losing Trade | -56940 | -37277 | -56940 | -1914729 | -1063913 | -1914729 |
Avg Bars in Trades | 112 | 117 | 107 | 112 | 117 | 107 |
Avg Bars in Winners | 122 | 115 | 130 | 122 | 115 | 130 |
Avg Bars in Losers | 99 | 120 | 82 | 99 | 120 | 82 |
Bars Traded | 7207 | 3760 | 3447 | 7207 | 3760 | 3447 |
Profit Streak | 0 | 185.1003 | 0 | 0 | 185.1003 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -294216 | -146321 | -324379 | -148136 | 554428 | -580405 |
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{ "first_band": { "type": "linreg", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 3.62272 } } }
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{ "first_band": { "type": "linreg", "factors": { "length": 209, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 3.62272 } } }
# | 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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