Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 412147.5731 | 252040.6068 | 160106.9663 | 660358.472 | 584009.1258 | 76349.3462 |
Total P&L (%) | 412.1476 | 252.0406 | 160.107 | 660.3585 | 584.0091 | 76.3493 |
Avg Daily Profit (%) | 0.2444 | 0.1495 | 0.0949 | 0.1204 | 0.1141 | 0.0336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77496 | -118974 | -55789 | -891940 | -271150 | -651072 |
Profit Factor | 1.482 | 1.569 | 1.3885 | 1.2748 | 1.5095 | 1.0607 |
Total Trades | 247 | 124 | 123 | 247 | 124 | 123 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 148 | 76 | 72 | 148 | 76 | 72 |
Profitability (%) | 40.081 | 38.7097 | 41.4634 | 40.081 | 38.7097 | 41.4634 |
Ratio Avg Win / Avg Loss | 2.2156 | 2.4843 | 1.9603 | 1.9057 | 2.3901 | 1.4975 |
Largest Winning Trade | 75355 | 75355 | 46551 | 333203 | 333203 | 250061 |
Largest Losing Trade | -28937 | -22420 | -28937 | -157192 | -157192 | -129698 |
Avg Bars in Trades | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Winners | 31 | 30 | 32 | 31 | 30 | 32 |
Avg Bars in Losers | 12 | 13 | 11 | 12 | 13 | 11 |
Bars Traded | 4997 | 2474 | 2523 | 4997 | 2474 | 2523 |
Profit Streak | 35.2802 | 35.2802 | 40.6135 | 35.2802 | 35.2802 | 40.6135 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324448 | 198670 | -67199 | -32151 | -41592 | -304392 |
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{ "first_band": { "type": "bbm", "factors": { "length": 25, "offset": 0, "std": 1.97054 } }, "second_band": { "type": "midprice", "factors": { "length": 12, "offset": 0 } } }
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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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