Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 386317.4439 | 290770.4723 | 95546.9716 | 139352.5446 | 48507.5322 | 90845.0124 |
Total P&L (%) | 386.3174 | 290.7705 | 95.547 | 139.3525 | 48.5075 | 90.845 |
Avg Daily Profit (%) | 0.2006 | 0.151 | 0.0496 | 0.0453 | 0.0205 | 0.0336 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164464 | -150955 | -102323 | -542214 | -379472 | -234728 |
Profit Factor | 1.4152 | 1.5518 | 1.2368 | 1.0821 | 1.0503 | 1.124 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 94 | 44 | 50 | 94 | 44 | 50 |
Losing Trades | 99 | 52 | 47 | 99 | 52 | 47 |
Profitability (%) | 48.7047 | 45.8333 | 51.5464 | 48.7047 | 45.8333 | 51.5464 |
Ratio Avg Win / Avg Loss | 1.4904 | 1.834 | 1.1625 | 1.1397 | 1.2413 | 1.0566 |
Largest Winning Trade | 136262 | 136262 | 47918 | 302826 | 302826 | 85898 |
Largest Losing Trade | -33945 | -33945 | -25318 | -151003 | -151003 | -128556 |
Avg Bars in Trades | 18 | 23 | 13 | 18 | 23 | 13 |
Avg Bars in Winners | 21 | 26 | 17 | 21 | 26 | 17 |
Avg Bars in Losers | 15 | 20 | 9 | 15 | 20 | 9 |
Bars Traded | 3540 | 2226 | 1314 | 3540 | 2226 | 1314 |
Profit Streak | 134.6129 | 0 | 146.1129 | 134.6129 | 0 | 146.1129 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351639 | 298641 | -126190 | -261175 | -333705 | -231388 |
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{ "first_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 3.65375 } }, "second_band": { "type": "midpoint", "factors": { "length": 55, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 3.65375 } }, "second_band": { "type": "midpoint", "factors": { "length": 55, "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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