Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 589374.4449 | 441018.8593 | 148355.5856 | 2263926.1934 | 649001.7666 | 1614924.4267 |
Total P&L (%) | 589.3744 | 441.0189 | 148.3556 | 2263.9262 | 649.0018 | 1614.9244 |
Avg Daily Profit (%) | 0.2356 | 0.1763 | 0.0593 | 0.1265 | 0.0805 | 0.1137 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64004 | -107094 | -96168 | -1690495 | -973499 | -1248788 |
Profit Factor | 1.8152 | 2.3261 | 1.38 | 1.2844 | 1.1698 | 1.3902 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Profitability (%) | 46.9388 | 48.6486 | 45.2055 | 46.9388 | 48.6486 | 45.2055 |
Ratio Avg Win / Avg Loss | 2.052 | 2.4553 | 1.6728 | 1.4519 | 1.2348 | 1.6851 |
Largest Winning Trade | 132764 | 132764 | 53580 | 707472 | 669229 | 707472 |
Largest Losing Trade | -34908 | -24447 | -34908 | -1152059 | -675767 | -1152059 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 45 | 45 | 46 | 45 | 45 | 46 |
Avg Bars in Losers | 22 | 22 | 22 | 22 | 22 | 22 |
Bars Traded | 4933 | 2497 | 2435 | 4933 | 2497 | 2435 |
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 | 395432 | -53135 | -185868 | -24509 | -183767 | -112899 |
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{ "first_band": { "type": "bbm", "factors": { "length": 35, "offset": 0, "std": 4.31188 } }, "second_band": { "type": "sma", "factors": { "length": 20, "offset": 0 } } }
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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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