Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 602792.8571 | 241710.0129 | 361082.8442 | 7196873.8731 | 2669217.3756 | 4527656.4975 |
Total P&L (%) | 602.7929 | 241.71 | 361.0828 | 7196.8739 | 2669.2174 | 4527.6565 |
Avg Daily Profit (%) | 0.3606 | 0.1446 | 0.216 | 0.257 | 0.1989 | 0.2297 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64828 | -55264 | -75548 | -2633898 | -1227969 | -3006968 |
Profit Factor | 2.6576 | 2.5079 | 2.7757 | 1.6658 | 1.6938 | 1.6503 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 64 | 30 | 34 | 64 | 30 | 34 |
Losing Trades | 43 | 24 | 19 | 43 | 24 | 19 |
Profitability (%) | 59.8131 | 55.5556 | 64.1509 | 59.8131 | 55.5556 | 64.1509 |
Ratio Avg Win / Avg Loss | 1.7856 | 2.0063 | 1.5511 | 1.1192 | 1.355 | 0.9222 |
Largest Winning Trade | 122074 | 122074 | 46027 | 1838540 | 804996 | 1838540 |
Largest Losing Trade | -39097 | -20564 | -39097 | -1722884 | -704115 | -1722884 |
Avg Bars in Trades | 45 | 19 | 71 | 45 | 19 | 71 |
Avg Bars in Winners | 48 | 16 | 77 | 48 | 16 | 77 |
Avg Bars in Losers | 40 | 23 | 62 | 40 | 23 | 62 |
Bars Traded | 4870 | 1055 | 3814 | 4870 | 1055 | 3814 |
Profit Streak | 0 | 0 | 86.3627 | 0 | 0 | 86.3627 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 577307 | -174293 | -164205 | 436510 | -168931 | -168621 |
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{ "first_band": { "type": "midprice", "factors": { "length": 114, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 165, "offset": 0, "std": 2.69565 } } }
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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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