Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 84292.9843 | 51119.645 | 33173.3393 | 75619.3195 | 69931.0536 | 5688.2659 |
Total P&L (%) | 84.293 | 51.1196 | 33.1733 | 75.6193 | 69.9311 | 5.6883 |
Avg Daily Profit (%) | 0.3237 | 0.1963 | 0.1274 | 0.2165 | 0.2038 | 0.0212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61817 | -17915 | -63258 | -163589 | -37839 | -164753 |
Profit Factor | 1.5012 | 1.7582 | 1.3293 | 1.1931 | 1.4841 | 1.023 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Losing Trades | 17 | 10 | 7 | 17 | 10 | 7 |
Profitability (%) | 79.5181 | 76.1905 | 82.9268 | 79.5181 | 76.1905 | 82.9268 |
Ratio Avg Win / Avg Loss | 0.3867 | 0.5494 | 0.2737 | 0.3073 | 0.4638 | 0.2106 |
Largest Winning Trade | 18070 | 18070 | 16292 | 29751 | 27345 | 29751 |
Largest Losing Trade | -35748 | -17915 | -35748 | -81840 | -30040 | -81840 |
Avg Bars in Trades | 292 | 300 | 284 | 292 | 300 | 284 |
Avg Bars in Winners | 190 | 194 | 186 | 190 | 194 | 186 |
Avg Bars in Losers | 688 | 639 | 759 | 688 | 639 | 759 |
Bars Traded | 24269 | 12624 | 11645 | 24269 | 12624 | 11645 |
Profit Streak | 0 | 0 | 18.3369 | 0 | 0 | 18.3369 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351227 | 321459 | -23817 | -644 | 332421 | -523765 |
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{ "first_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 1.48031 } }, "second_band": { "type": "rma", "factors": { "length": 200, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 1.48031 } }, "second_band": { "type": "rma", "factors": { "length": 200, "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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