Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8586713.517 | 8526901.1326 | 59812.3844 | 12315686.4196 | 10622054.6035 | 1693631.8161 |
Total P&L (%) | 8586.7135 | 8526.9011 | 59.8124 | 12315.6864 | 10622.0546 | 1693.6318 |
Avg Daily Profit (%) | 4.3721 | 4.3416 | 0.0305 | 0.2458 | 0.2383 | 0.1471 |
Buy And Hold Return (%) | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 | 1395.4671 |
Max Trade Drawdown | -90078 | -69757 | -54069 | -9035713 | -8671450 | -5876304 |
Profit Factor | 23.4643 | 38.606 | 1.3847 | 1.3227 | 1.4432 | 1.1193 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 44.6154 | 37.5 | 51.5152 | 44.6154 | 37.5 | 51.5152 |
Ratio Avg Win / Avg Loss | 29.1281 | 64.3434 | 1.3032 | 1.642 | 2.4053 | 1.0535 |
Largest Winning Trade | 8397998 | 8397998 | 40943 | 8768526 | 8768526 | 3401471 |
Largest Losing Trade | -37184 | -37184 | -31422 | -4540977 | -4540977 | -2763617 |
Avg Bars in Trades | 57 | 99 | 16 | 57 | 99 | 16 |
Avg Bars in Winners | 88 | 187 | 17 | 88 | 187 | 17 |
Avg Bars in Losers | 32 | 46 | 14 | 32 | 46 | 14 |
Bars Traded | 3721 | 3183 | 538 | 3721 | 3183 | 538 |
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 | -114464 | 683477 | -316928 | -128608 | 199502 | -184401 |
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{ "first_band": { "type": "bbm", "factors": { "length": 230, "offset": 0, "std": 2.72222 } }, "second_band": { "type": "dcu", "factors": { "length": 30, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 230, "offset": 0, "std": 2.72222 } }, "second_band": { "type": "dcu", "factors": { "length": 30, "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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