Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1604291.4942 | 1422564.8407 | 181726.6534 | 11251517.9231 | 1762847.6724 | 9488670.2507 |
Total P&L (%) | 1604.2915 | 1422.5648 | 181.7267 | 11251.5179 | 1762.8477 | 9488.6703 |
Avg Daily Profit (%) | 0.865 | 0.767 | 0.098 | 0.2555 | 0.1578 | 0.2463 |
Buy And Hold Return (%) | 72.1574 | 72.1574 | 72.1574 | 72.1574 | 72.1574 | 72.1574 |
Max Trade Drawdown | -54589 | -51855 | -46024 | -6016271 | -4678879 | -1902855 |
Profit Factor | 4.9004 | 7.5479 | 1.9365 | 1.6131 | 1.1457 | 2.5171 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Profitability (%) | 37.3494 | 30.9524 | 43.9024 | 37.3494 | 30.9524 | 43.9024 |
Ratio Avg Win / Avg Loss | 8.2201 | 16.8377 | 2.4744 | 2.7059 | 2.5559 | 3.2163 |
Largest Winning Trade | 1192812 | 1192812 | 64759 | 5597973 | 3267455 | 5597973 |
Largest Losing Trade | -22822 | -19973 | -22822 | -2077372 | -2077372 | -1485137 |
Avg Bars in Trades | 84 | 67 | 101 | 84 | 67 | 101 |
Avg Bars in Winners | 150 | 134 | 161 | 150 | 134 | 161 |
Avg Bars in Losers | 45 | 37 | 54 | 45 | 37 | 54 |
Bars Traded | 7019 | 2845 | 4175 | 7019 | 2845 | 4175 |
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 | 530893 | 505726 | -64364 | 193249 | -58803 | 392266 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 182, "offset": 0, "std": 2.97506 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 182, "offset": 0, "std": 2.97506 } } }
# | 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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