Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2430548.4373 | 2469104.4709 | -38556.0335 | 304655.4241 | 555557.6188 | -250902.1947 |
Total P&L (%) | 2430.5484 | 2469.1045 | -38.556 | 304.6554 | 555.5576 | -250.9022 |
Avg Daily Profit (%) | 1.0914 | 1.1087 | -0.0173 | 0.0628 | 0.0845 | 0 |
Buy And Hold Return (%) | 679.9009 | 679.9009 | 679.9009 | 679.9009 | 679.9009 | 679.9009 |
Max Trade Drawdown | -163027 | -122179 | -79574 | -3229979 | -3249611 | -1277409 |
Profit Factor | 4.1181 | 6.3369 | 0.8783 | 1.0246 | 1.0705 | 0.9442 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 77 | 44 | 33 | 77 | 44 | 33 |
Profitability (%) | 38.8889 | 30.1587 | 47.619 | 38.8889 | 30.1587 | 47.619 |
Ratio Avg Win / Avg Loss | 6.4713 | 14.6749 | 0.9661 | 1.6101 | 2.479 | 1.0387 |
Largest Winning Trade | 2390192 | 2390192 | 32799 | 3375940 | 3375940 | 897697 |
Largest Losing Trade | -30345 | -30345 | -25472 | -955494 | -955494 | -424935 |
Avg Bars in Trades | 103 | 160 | 47 | 103 | 160 | 47 |
Avg Bars in Winners | 156 | 308 | 59 | 156 | 308 | 59 |
Avg Bars in Losers | 70 | 96 | 37 | 70 | 96 | 37 |
Bars Traded | 13100 | 10083 | 3017 | 13100 | 10083 | 3017 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503284 | -135261 | -728384 | -471206 | -542109 | -726717 |
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{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 3.13918 } }, "second_band": { "type": "dcu", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 3.13918 } }, "second_band": { "type": "dcu", "factors": { "length": 36, "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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