Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1746627.5548 | 1649186.9159 | 97440.639 | 68838867.2554 | 53979789.1485 | 14859078.1069 |
Total P&L (%) | 1746.6276 | 1649.1869 | 97.4406 | 68838.8673 | 53979.7891 | 14859.0781 |
Avg Daily Profit (%) | 0.7691 | 0.7262 | 0.0429 | 0.2882 | 0.2775 | 0.2208 |
Buy And Hold Return (%) | 8447.452 | 8447.452 | 8447.452 | 8447.452 | 8447.452 | 8447.452 |
Max Trade Drawdown | -99124 | -98294 | -72509 | -26748901 | -15544013 | -17687767 |
Profit Factor | 3.5876 | 6.0641 | 1.2789 | 1.6272 | 1.9986 | 1.2668 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 68 | 37 | 31 | 68 | 37 | 31 |
Losing Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Profitability (%) | 41.4634 | 45.122 | 37.8049 | 41.4634 | 45.122 | 37.8049 |
Ratio Avg Win / Avg Loss | 5.0649 | 7.3752 | 2.1041 | 2.2972 | 2.4307 | 2.084 |
Largest Winning Trade | 696579 | 696579 | 46861 | 29611462 | 29611462 | 15912317 |
Largest Losing Trade | -30053 | -23801 | -30053 | -9898272 | -8530908 | -9898272 |
Avg Bars in Trades | 81 | 77 | 85 | 81 | 77 | 85 |
Avg Bars in Winners | 144 | 124 | 167 | 144 | 124 | 167 |
Avg Bars in Losers | 36 | 38 | 35 | 36 | 38 | 35 |
Bars Traded | 13367 | 6345 | 7022 | 13367 | 6345 | 7022 |
Profit Streak | 30.9119 | 0 | 31.9119 | 30.9119 | 0 | 31.9119 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148037 | -151069 | -308970 | 358273 | 206485 | -7948 |
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{ "first_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 2.75761 } }, "second_band": { "type": "midprice", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 113, "offset": 0, "std": 2.75761 } }, "second_band": { "type": "midprice", "factors": { "length": 27, "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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