Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 186297.2452 | 75131.967 | 111165.2782 | 57143.8784 | 40766.0685 | 16377.8099 |
Total P&L (%) | 186.2972 | 75.132 | 111.1653 | 57.1439 | 40.7661 | 16.3778 |
Avg Daily Profit (%) | 0.1676 | 0.0676 | 0.1 | 0.0407 | 0.0308 | 0.0136 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94236 | -81863 | -71706 | -270252 | -228804 | -131164 |
Profit Factor | 1.2106 | 1.1862 | 1.2312 | 1.043 | 1.0648 | 1.0234 |
Total Trades | 345 | 173 | 172 | 345 | 173 | 172 |
Winning Trades | 181 | 90 | 91 | 181 | 90 | 91 |
Losing Trades | 164 | 83 | 81 | 164 | 83 | 81 |
Profitability (%) | 52.4638 | 52.0231 | 52.907 | 52.4638 | 52.0231 | 52.907 |
Ratio Avg Win / Avg Loss | 1.0969 | 1.0939 | 1.0959 | 0.945 | 0.982 | 0.9109 |
Largest Winning Trade | 55630 | 55630 | 26690 | 49188 | 49188 | 41339 |
Largest Losing Trade | -56016 | -17744 | -56016 | -70305 | -70305 | -69582 |
Avg Bars in Trades | 38 | 31 | 44 | 38 | 31 | 44 |
Avg Bars in Winners | 36 | 23 | 49 | 36 | 23 | 49 |
Avg Bars in Losers | 39 | 39 | 40 | 39 | 39 | 40 |
Bars Traded | 13171 | 5448 | 7724 | 13171 | 5448 | 7724 |
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 | 324193 | -117805 | -59048 | -312210 | -304203 | -379666 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 94, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 54, "offset": 0, "std": 2.84447 } } }
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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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