Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 987661.5682 | 803042.2733 | 184619.2949 | 24300068.8967 | 12416562.4669 | 11883506.4298 |
Total P&L (%) | 987.6616 | 803.0423 | 184.6193 | 24300.0689 | 12416.5625 | 11883.5064 |
Avg Daily Profit (%) | 0.5467 | 0.4445 | 0.1022 | 0.3047 | 0.2677 | 0.2653 |
Buy And Hold Return (%) | 259.4098 | 259.4098 | 259.4098 | 259.4098 | 259.4098 | 259.4098 |
Max Trade Drawdown | -67777 | -35396 | -58602 | -5828350 | -4958187 | -3690968 |
Profit Factor | 3.1265 | 4.6912 | 1.7477 | 1.8513 | 1.8469 | 1.856 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 31.9728 | 30.137 | 33.7838 | 31.9728 | 30.137 | 33.7838 |
Ratio Avg Win / Avg Loss | 6.652 | 10.8751 | 3.4255 | 3.939 | 4.2815 | 3.6377 |
Largest Winning Trade | 237770 | 237770 | 73936 | 8296602 | 7747294 | 8296602 |
Largest Losing Trade | -22314 | -14031 | -22314 | -1981354 | -1860076 | -1981354 |
Avg Bars in Trades | 47 | 42 | 51 | 47 | 42 | 51 |
Avg Bars in Winners | 127 | 116 | 137 | 127 | 116 | 137 |
Avg Bars in Losers | 9 | 10 | 7 | 9 | 10 | 7 |
Bars Traded | 6939 | 3113 | 3826 | 6939 | 3113 | 3826 |
Profit Streak | 38.7791 | 0 | 40.7791 | 38.7791 | 0 | 40.7791 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306207 | -65012 | -289242 | 229344 | -67561 | -58097 |
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{ "first_band": { "type": "bbm", "factors": { "length": 145, "offset": 0, "std": 2.88888 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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