Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727707.7728 | 592641.5318 | 135066.241 | 1654087.7133 | 261164.3784 | 1392923.3349 |
Total P&L (%) | 727.7078 | 592.6415 | 135.0662 | 1654.0877 | 261.1644 | 1392.9233 |
Avg Daily Profit (%) | 0.3894 | 0.3172 | 0.0723 | 0.1534 | 0.0687 | 0.1448 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87351 | -76237 | -62932 | -2784685 | -2241954 | -930689 |
Profit Factor | 2.0614 | 2.7181 | 1.3965 | 1.1751 | 1.0478 | 1.3494 |
Total Trades | 175 | 88 | 87 | 175 | 88 | 87 |
Winning Trades | 65 | 27 | 38 | 65 | 27 | 38 |
Losing Trades | 110 | 61 | 49 | 110 | 61 | 49 |
Profitability (%) | 37.1429 | 30.6818 | 43.6782 | 37.1429 | 30.6818 | 43.6782 |
Ratio Avg Win / Avg Loss | 3.4885 | 6.141 | 1.8007 | 1.9886 | 2.3673 | 1.7401 |
Largest Winning Trade | 418317 | 418317 | 49208 | 2046093 | 2046093 | 743456 |
Largest Losing Trade | -19592 | -15109 | -19592 | -551529 | -551529 | -494715 |
Avg Bars in Trades | 123 | 107 | 140 | 123 | 107 | 140 |
Avg Bars in Winners | 213 | 197 | 224 | 213 | 197 | 224 |
Avg Bars in Losers | 71 | 68 | 74 | 71 | 68 | 74 |
Bars Traded | 21692 | 9485 | 12207 | 21692 | 9485 | 12207 |
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 | 341720 | 230172 | -97424 | -23295 | -275798 | -636 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 1.93321 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 26, "offset": 0, "std": 1.93321 } } }
# | 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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