Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232384.1711 | 329141.9667 | -96757.7957 | -91063.6257 | 20451.8851 | -111515.5108 |
Total P&L (%) | 232.3842 | 329.142 | -96.7578 | -91.0636 | 20.4519 | -111.5155 |
Avg Daily Profit (%) | 0.1211 | 0.1716 | -0.0504 | -0.1258 | 0.0097 | 0 |
Buy And Hold Return (%) | 19.4 | 19.4 | 19.4 | 19.4 | 19.4 | 19.4 |
Max Trade Drawdown | -217144 | -113492 | -265266 | -119852 | -51233 | -115745 |
Profit Factor | 1.2125 | 1.5408 | 0.8006 | 0.6179 | 1.2099 | 0.2086 |
Total Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Winning Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Losing Trades | 103 | 54 | 49 | 103 | 54 | 49 |
Profitability (%) | 49.7561 | 47.5728 | 51.9608 | 49.7561 | 47.5728 | 51.9608 |
Ratio Avg Win / Avg Loss | 1.2243 | 1.698 | 0.7401 | 0.624 | 1.3334 | 0.1929 |
Largest Winning Trade | 193918 | 193918 | 35453 | 24615 | 24615 | 5459 |
Largest Losing Trade | -72307 | -66792 | -72307 | -70259 | -42402 | -70259 |
Avg Bars in Trades | 55 | 89 | 21 | 55 | 89 | 21 |
Avg Bars in Winners | 44 | 68 | 22 | 44 | 68 | 22 |
Avg Bars in Losers | 65 | 107 | 19 | 65 | 107 | 19 |
Bars Traded | 11347 | 9183 | 2164 | 11347 | 9183 | 2164 |
Profit Streak | 72.5877 | 85.0877 | 0 | 72.5877 | 85.0877 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30217 | 337639 | -580528 | -579241 | -329914 | -580528 |
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{ "first_band": { "type": "dcl", "factors": { "length": 18, "offset": 11 } }, "second_band": { "type": "bbm", "factors": { "length": 193, "offset": 0, "std": 4.21263 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 18, "offset": 11 } }, "second_band": { "type": "bbm", "factors": { "length": 193, "offset": 0, "std": 4.21263 } } }
# | 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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