Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 58141.1501 | -875.9714 | 59017.1215 | 56580.7478 | -4903.9748 | 61484.7226 |
Total P&L (%) | 58.1412 | -0.876 | 59.0171 | 56.5807 | -4.904 | 61.4847 |
Avg Daily Profit (%) | 0.2233 | -0.0034 | 0.2266 | 0.1723 | -0.0193 | 0.1842 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45130 | -26757 | -20404 | -53203 | -34236 | -28224 |
Profit Factor | 1.4784 | 0.9881 | 2.236 | 1.392 | 0.9436 | 2.0716 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 21 | 11 | 10 | 21 | 11 | 10 |
Profitability (%) | 67.1875 | 65.625 | 68.75 | 67.1875 | 65.625 | 68.75 |
Ratio Avg Win / Avg Loss | 0.722 | 0.5176 | 1.0163 | 0.6798 | 0.4943 | 0.9416 |
Largest Winning Trade | 12229 | 12229 | 10087 | 14535 | 14535 | 10890 |
Largest Losing Trade | -20404 | -16772 | -20404 | -28224 | -20315 | -28224 |
Avg Bars in Trades | 373 | 413 | 333 | 373 | 413 | 333 |
Avg Bars in Winners | 254 | 297 | 212 | 254 | 297 | 212 |
Avg Bars in Losers | 617 | 635 | 598 | 617 | 635 | 598 |
Bars Traded | 23901 | 13242 | 10659 | 23901 | 13242 | 10659 |
Profit Streak | 0 | 0 | 21.2818 | 0 | 0 | 21.2818 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -136130 | -580180 | 425330 | -137197 | -580180 | 346776 |
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{ "first_band": { "type": "bbm", "factors": { "length": 123, "offset": 0, "std": 4.5431 } }, "second_band": { "type": "rma", "factors": { "length": 186, "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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