Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 727610.7997 | 572210.5152 | 155400.2845 | 8583809.1926 | 6189080.2199 | 2394728.9727 |
Total P&L (%) | 727.6108 | 572.2105 | 155.4003 | 8583.8092 | 6189.0802 | 2394.729 |
Avg Daily Profit (%) | 0.2905 | 0.2284 | 0.062 | 0.1784 | 0.1655 | 0.1285 |
Buy And Hold Return (%) | 298.1661 | 298.1661 | 298.1661 | 298.1661 | 298.1661 | 298.1661 |
Max Trade Drawdown | -112364 | -104975 | -62573 | -1971200 | -1990663 | -1009650 |
Profit Factor | 1.9902 | 2.0656 | 1.7857 | 1.8518 | 1.813 | 1.9717 |
Total Trades | 241 | 120 | 121 | 241 | 120 | 121 |
Winning Trades | 156 | 82 | 74 | 156 | 82 | 74 |
Losing Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Profitability (%) | 64.7303 | 68.3333 | 61.157 | 64.7303 | 68.3333 | 61.157 |
Ratio Avg Win / Avg Loss | 1.0844 | 0.9572 | 1.1342 | 1.009 | 0.8401 | 1.2523 |
Largest Winning Trade | 72056 | 72056 | 17014 | 1777494 | 1777494 | 601314 |
Largest Losing Trade | -65168 | -65168 | -23933 | -1934600 | -1934600 | -367415 |
Avg Bars in Trades | 30 | 55 | 5 | 30 | 55 | 5 |
Avg Bars in Winners | 19 | 32 | 5 | 19 | 32 | 5 |
Avg Bars in Losers | 50 | 105 | 5 | 50 | 105 | 5 |
Bars Traded | 7280 | 6628 | 652 | 7280 | 6628 | 652 |
Profit Streak | 0 | 161.1743 | 0 | 0 | 161.1743 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 385129 | 199945 | -272102 | 483350 | 430439 | -16935 |
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{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 249, "offset": 0, "std": 3.52849 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 249, "offset": 0, "std": 3.52849 } } }
# | 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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