Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 590555.3462 | 399951.6404 | 190603.7058 | 1942895.0351 | 276702.8446 | 1666192.1905 |
Total P&L (%) | 590.5553 | 399.9516 | 190.6037 | 1942.895 | 276.7028 | 1666.1922 |
Avg Daily Profit (%) | 0.3171 | 0.2147 | 0.1023 | 0.1621 | 0.0712 | 0.1543 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126530 | -128884 | -59190 | -3224415 | -3812166 | -1618729 |
Profit Factor | 1.6001 | 1.7633 | 1.4142 | 1.0881 | 1.023 | 1.1666 |
Total Trades | 324 | 162 | 162 | 324 | 162 | 162 |
Winning Trades | 168 | 82 | 86 | 168 | 82 | 86 |
Losing Trades | 156 | 80 | 76 | 156 | 80 | 76 |
Profitability (%) | 51.8519 | 50.6173 | 53.0864 | 51.8519 | 50.6173 | 53.0864 |
Ratio Avg Win / Avg Loss | 1.4858 | 1.7203 | 1.2498 | 1.0104 | 0.998 | 1.0309 |
Largest Winning Trade | 121704 | 121704 | 43922 | 1314536 | 1314536 | 691547 |
Largest Losing Trade | -47064 | -28606 | -47064 | -1533009 | -977129 | -1533009 |
Avg Bars in Trades | 22 | 21 | 24 | 22 | 21 | 24 |
Avg Bars in Winners | 25 | 26 | 25 | 25 | 26 | 25 |
Avg Bars in Losers | 19 | 15 | 23 | 19 | 15 | 23 |
Bars Traded | 7372 | 3410 | 3962 | 7372 | 3410 | 3962 |
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 | 474040 | 422691 | -54602 | -113667 | -294096 | -28701 |
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{ "first_band": { "type": "sma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 222, "offset": 0, "std": 3.348 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 222, "offset": 0, "std": 3.348 } } }
# | 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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