Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 289161.8561 | 199887.9193 | 89273.9368 | 715246.8677 | 723863.4198 | -8616.5521 |
Total P&L (%) | 289.1619 | 199.8879 | 89.2739 | 715.2469 | 723.8634 | -8.6166 |
Avg Daily Profit (%) | 0.5552 | 0.3838 | 0.1714 | 0.4037 | 0.4057 | -0.0173 |
Buy And Hold Return (%) | 21.3175 | 21.3175 | 21.3175 | 21.3175 | 21.3175 | 21.3175 |
Max Trade Drawdown | -60166 | -26522 | -53609 | -567991 | -245636 | -501793 |
Profit Factor | 1.7219 | 2.1967 | 1.3823 | 1.3085 | 1.799 | 0.9939 |
Total Trades | 191 | 95 | 96 | 191 | 95 | 96 |
Winning Trades | 87 | 48 | 39 | 87 | 48 | 39 |
Losing Trades | 104 | 47 | 57 | 104 | 47 | 57 |
Profitability (%) | 45.5497 | 50.5263 | 40.625 | 45.5497 | 50.5263 | 40.625 |
Ratio Avg Win / Avg Loss | 2.0584 | 2.151 | 2.0203 | 1.5641 | 1.7615 | 1.4526 |
Largest Winning Trade | 60537 | 60537 | 32590 | 306325 | 306325 | 261219 |
Largest Losing Trade | -31071 | -14391 | -31071 | -213707 | -149735 | -213707 |
Avg Bars in Trades | 129 | 117 | 140 | 129 | 117 | 140 |
Avg Bars in Winners | 190 | 154 | 234 | 190 | 154 | 234 |
Avg Bars in Losers | 77 | 79 | 76 | 77 | 79 | 76 |
Bars Traded | 24641 | 11138 | 13503 | 24641 | 11138 | 13503 |
Profit Streak | 0.234 | 18.6924 | 0.234 | 0.234 | 18.6924 | 0.234 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347978 | 509105 | -830 | 243756 | 503223 | -586961 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 1.21676 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 212, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 1.21676 } } }
# | 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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