Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312309.7393 | 88861.68 | 223448.0593 | 100787.4795 | -199124.0524 | 299911.5319 |
Total P&L (%) | 312.3097 | 88.8617 | 223.4481 | 100.7875 | -199.1241 | 299.9115 |
Avg Daily Profit (%) | 0.1885 | 0.0536 | 0.1349 | 0.0421 | 0 | 0.0837 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136712 | -84421 | -110932 | -829548 | -435088 | -724911 |
Profit Factor | 1.5796 | 1.3642 | 1.7578 | 1.0511 | 0.7812 | 1.282 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 61 | 24 | 37 | 61 | 24 | 37 |
Losing Trades | 45 | 29 | 16 | 45 | 29 | 16 |
Profitability (%) | 57.5472 | 45.283 | 69.8113 | 57.5472 | 45.283 | 69.8113 |
Ratio Avg Win / Avg Loss | 1.1652 | 1.6484 | 0.7601 | 0.7754 | 0.944 | 0.5544 |
Largest Winning Trade | 74424 | 74424 | 38596 | 176023 | 176023 | 147092 |
Largest Losing Trade | -80372 | -29030 | -80372 | -624281 | -212274 | -624281 |
Avg Bars in Trades | 45 | 19 | 71 | 45 | 19 | 71 |
Avg Bars in Winners | 47 | 12 | 70 | 47 | 12 | 70 |
Avg Bars in Losers | 43 | 24 | 76 | 43 | 24 | 76 |
Bars Traded | 4835 | 1019 | 3814 | 4835 | 1019 | 3814 |
Profit Streak | 54.8202 | 0 | 71.1536 | 54.8202 | 0 | 71.1536 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400940 | -301327 | -188969 | -300898 | -762389 | -259438 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 195, "offset": 0, "std": 4.9153 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 195, "offset": 0, "std": 4.9153 } } }
# | 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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