Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 318248.5907 | 181599.6545 | 136648.9362 | 740830.9148 | -4427.9179 | 745258.8327 |
Total P&L (%) | 318.2486 | 181.5997 | 136.6489 | 740.8309 | -4.4279 | 745.2588 |
Avg Daily Profit (%) | 0.3055 | 0.1743 | 0.1312 | 0.2046 | -0.0043 | 0.2051 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85224 | -71993 | -49698 | -1353717 | -1118037 | -504613 |
Profit Factor | 1.3593 | 1.4015 | 1.3153 | 1.1243 | 0.9986 | 1.2681 |
Total Trades | 453 | 226 | 227 | 453 | 226 | 227 |
Winning Trades | 238 | 121 | 117 | 238 | 121 | 117 |
Losing Trades | 215 | 105 | 110 | 215 | 105 | 110 |
Profitability (%) | 52.5386 | 53.5398 | 51.5419 | 52.5386 | 53.5398 | 51.5419 |
Ratio Avg Win / Avg Loss | 1.2279 | 1.2161 | 1.2366 | 1.0156 | 0.8666 | 1.1922 |
Largest Winning Trade | 39453 | 39453 | 29047 | 356897 | 283082 | 356897 |
Largest Losing Trade | -22595 | -19842 | -22595 | -320074 | -320074 | -177424 |
Avg Bars in Trades | 54 | 52 | 56 | 54 | 52 | 56 |
Avg Bars in Winners | 55 | 54 | 56 | 55 | 54 | 56 |
Avg Bars in Losers | 53 | 51 | 55 | 53 | 51 | 55 |
Bars Traded | 24722 | 11967 | 12755 | 24722 | 11967 | 12755 |
Profit Streak | 0 | 16.1371 | 0 | 0 | 16.1371 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419968 | 369403 | -16886 | -73031 | -578622 | 316888 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 41, "offset": 0, "std": 4.90745 } } }
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# | 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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