Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 171268.0107 | 8737.6669 | 162530.3438 | 92636.3522 | -189606.7659 | 282243.1182 |
Total P&L (%) | 171.268 | 8.7377 | 162.5303 | 92.6364 | -189.6068 | 282.2431 |
Avg Daily Profit (%) | 0.1657 | 0.0085 | 0.1572 | 0.0634 | 0 | 0.1298 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68423 | -83017 | -46091 | -168007 | -262710 | -88528 |
Profit Factor | 1.4194 | 1.0359 | 1.9839 | 1.0964 | 0.6721 | 1.7367 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 54 | 29 | 25 | 54 | 29 | 25 |
Profitability (%) | 45.4545 | 42 | 48.9796 | 45.4545 | 42 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.7033 | 1.4306 | 2.0666 | 1.3156 | 0.9281 | 1.8091 |
Largest Winning Trade | 73103 | 73103 | 43514 | 88417 | 81771 | 88417 |
Largest Losing Trade | -25597 | -25597 | -19252 | -80246 | -80246 | -44597 |
Avg Bars in Trades | 29 | 26 | 33 | 29 | 26 | 33 |
Avg Bars in Winners | 39 | 32 | 45 | 39 | 32 | 45 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 2966 | 1321 | 1645 | 2966 | 1321 | 1645 |
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 | 288948 | -711200 | 386068 | -223960 | -763666 | -16741 |
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{ "first_band": { "type": "bbm", "factors": { "length": 60, "offset": 101, "std": 4.19424 } }, "second_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 3.85546 } } }
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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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