Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 36029.2144 | 4323.6318 | 31705.5825 | 33180.1811 | -6259.158 | 39439.3392 |
Total P&L (%) | 36.0292 | 4.3236 | 31.7056 | 33.1802 | -6.2592 | 39.4393 |
Avg Daily Profit (%) | 0.6918 | 0.083 | 0.6088 | 0.5517 | -0.124 | 0.6404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20276 | -26392 | -8129 | -31279 | -40069 | -11226 |
Profit Factor | 1.4395 | 1.0721 | 2.4378 | 1.2832 | 0.9265 | 2.2308 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 67.1233 | 62.1622 | 72.2222 | 67.1233 | 62.1622 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.7051 | 0.6526 | 0.9376 | 0.6285 | 0.5639 | 0.858 |
Largest Winning Trade | 25935 | 25935 | 6968 | 26156 | 26156 | 9615 |
Largest Losing Trade | -11952 | -11952 | -8129 | -17803 | -17803 | -11226 |
Avg Bars in Trades | 328 | 378 | 277 | 328 | 378 | 277 |
Avg Bars in Winners | 199 | 200 | 198 | 199 | 200 | 198 |
Avg Bars in Losers | 592 | 669 | 484 | 592 | 669 | 484 |
Bars Traded | 23997 | 13990 | 10007 | 23997 | 13990 | 10007 |
Profit Streak | 0 | 0 | 8.7763 | 0 | 0 | 8.7763 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67317 | -391196 | 446239 | -69724 | -581252 | 466332 |
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{ "first_band": { "type": "bbm", "factors": { "length": 114, "offset": 0, "std": 4.49847 } }, "second_band": { "type": "rma", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 114, "offset": 0, "std": 4.49847 } }, "second_band": { "type": "rma", "factors": { "length": 181, "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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