Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1197270.0156 | 1113457.6745 | 83812.3411 | 2611860.2522 | 2229945.3793 | 381914.873 |
Total P&L (%) | 1197.27 | 1113.4577 | 83.8123 | 2611.8603 | 2229.9454 | 381.9149 |
Avg Daily Profit (%) | 0.4781 | 0.4446 | 0.0335 | 0.1319 | 0.1258 | 0.0628 |
Buy And Hold Return (%) | 364.4087 | 364.4087 | 364.4087 | 364.4087 | 364.4087 | 364.4087 |
Max Trade Drawdown | -108872 | -73616 | -57665 | -2086651 | -1437025 | -744538 |
Profit Factor | 3.5081 | 4.9298 | 1.432 | 1.3447 | 1.4593 | 1.1403 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 43.1818 | 38.6364 | 47.7273 | 43.1818 | 38.6364 | 47.7273 |
Ratio Avg Win / Avg Loss | 4.6159 | 7.8297 | 1.5683 | 1.7693 | 2.3176 | 1.2489 |
Largest Winning Trade | 912400 | 912400 | 36161 | 2558981 | 2558981 | 355689 |
Largest Losing Trade | -32601 | -32601 | -28286 | -825468 | -825468 | -347613 |
Avg Bars in Trades | 83 | 115 | 50 | 83 | 115 | 50 |
Avg Bars in Winners | 125 | 200 | 65 | 125 | 200 | 65 |
Avg Bars in Losers | 50 | 62 | 37 | 50 | 62 | 37 |
Bars Traded | 7304 | 5081 | 2223 | 7304 | 5081 | 2223 |
Profit Streak | 0 | 0 | 27.7391 | 0 | 0 | 27.7391 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426294 | 376180 | -312244 | -17515 | -27437 | -326393 |
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{ "first_band": { "type": "bbm", "factors": { "length": 143, "offset": 0, "std": 1.79892 } }, "second_band": { "type": "dcu", "factors": { "length": 27, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 143, "offset": 0, "std": 1.79892 } }, "second_band": { "type": "dcu", "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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