Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342293.5251 | 1024877.1454 | 317416.3797 | 111162538.544 | 97800350.124 | 13362188.42 |
Total P&L (%) | 1342.2935 | 1024.8771 | 317.4164 | 111162.5385 | 97800.3501 | 13362.1884 |
Avg Daily Profit (%) | 0.5368 | 0.4099 | 0.1269 | 0.2809 | 0.2758 | 0.1963 |
Buy And Hold Return (%) | 824.7886 | 824.7886 | 824.7886 | 824.7886 | 824.7886 | 824.7886 |
Max Trade Drawdown | -95720 | -62259 | -95720 | -5878095 | -618721 | -5878095 |
Profit Factor | 8.3898 | 15.3372 | 3.8815 | 17.8845 | 154.0236 | 3.2478 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 12 | 7 | 5 | 12 | 7 | 5 |
Profitability (%) | 80 | 76.6667 | 83.3333 | 80 | 76.6667 | 83.3333 |
Ratio Avg Win / Avg Loss | 2.0974 | 4.6679 | 0.7763 | 4.4711 | 46.8767 | 0.6496 |
Largest Winning Trade | 370904 | 370904 | 55704 | 50997636 | 50997636 | 7858766 |
Largest Losing Trade | -95720 | -21538 | -95720 | -5878095 | -253248 | -5878095 |
Avg Bars in Trades | 76 | 92 | 60 | 76 | 92 | 60 |
Avg Bars in Winners | 77 | 93 | 63 | 77 | 93 | 63 |
Avg Bars in Losers | 70 | 90 | 43 | 70 | 90 | 43 |
Bars Traded | 4589 | 2786 | 1803 | 4589 | 2786 | 1803 |
Profit Streak | 1131.369 | 1131.369 | 1224.869 | 1131.369 | 1131.369 | 1224.869 |
Trades During Streak | 24 | 12 | 12 | 24 | 12 | 12 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157986 | -67089 | -179524 | -150800 | 794457 | 613605 |
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{ "first_band": { "type": "bbm", "factors": { "length": 72, "offset": 0, "std": 2.23081 } }, "second_band": { "type": "midpoint", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 72, "offset": 0, "std": 2.23081 } }, "second_band": { "type": "midpoint", "factors": { "length": 174, "offset": 0 } } }
# | 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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