Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 152612.5536 | 59883.5319 | 92729.0217 | 112791.671 | 31981.4523 | 80810.2188 |
Total P&L (%) | 152.6126 | 59.8835 | 92.729 | 112.7917 | 31.9815 | 80.8102 |
Avg Daily Profit (%) | 0.293 | 0.115 | 0.178 | 0.1451 | 0.0533 | 0.1138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141098 | -121236 | -62051 | -170939 | -130730 | -68796 |
Profit Factor | 1.3847 | 1.2717 | 1.5261 | 1.3047 | 1.1481 | 1.524 |
Total Trades | 132 | 66 | 66 | 132 | 66 | 66 |
Winning Trades | 95 | 43 | 52 | 95 | 43 | 52 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 71.9697 | 65.1515 | 78.7879 | 71.9697 | 65.1515 | 78.7879 |
Ratio Avg Win / Avg Loss | 0.5393 | 0.6802 | 0.4109 | 0.5081 | 0.6141 | 0.4103 |
Largest Winning Trade | 29910 | 29910 | 22350 | 23127 | 23127 | 17846 |
Largest Losing Trade | -46811 | -26727 | -46811 | -53208 | -53208 | -45326 |
Avg Bars in Trades | 185 | 218 | 153 | 185 | 218 | 153 |
Avg Bars in Winners | 87 | 91 | 83 | 87 | 91 | 83 |
Avg Bars in Losers | 438 | 455 | 411 | 438 | 455 | 411 |
Bars Traded | 24527 | 14401 | 10126 | 24527 | 14401 | 10126 |
Profit Streak | 7.9454 | 0 | 24.6746 | 7.9454 | 0 | 24.6746 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383582 | -164719 | -112758 | 86482 | -306767 | -161300 |
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{ "first_band": { "type": "bbm", "factors": { "length": 207, "offset": 0, "std": 4.47552 } }, "second_band": { "type": "rma", "factors": { "length": 165, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 207, "offset": 0, "std": 4.47552 } }, "second_band": { "type": "rma", "factors": { "length": 165, "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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