Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 452822.5789 | 356500.875 | 96321.7039 | 129762.6982 | 49683.8738 | 80078.8244 |
Total P&L (%) | 452.8226 | 356.5009 | 96.3217 | 129.7627 | 49.6839 | 80.0788 |
Avg Daily Profit (%) | 0.238 | 0.1874 | 0.0506 | 0.0437 | 0.0212 | 0.0309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164067 | -156463 | -81243 | -1762181 | -1365565 | -497317 |
Profit Factor | 1.7937 | 2.036 | 1.4254 | 1.0387 | 1.0252 | 1.0579 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 43.9394 | 42.4242 | 45.4545 | 43.9394 | 42.4242 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.2885 | 2.7631 | 1.7105 | 1.3253 | 1.3914 | 1.2695 |
Largest Winning Trade | 157253 | 157253 | 51271 | 878611 | 878611 | 510806 |
Largest Losing Trade | -57915 | -40175 | -57915 | -643527 | -643527 | -378450 |
Avg Bars in Trades | 81 | 96 | 65 | 81 | 96 | 65 |
Avg Bars in Winners | 134 | 154 | 115 | 134 | 154 | 115 |
Avg Bars in Losers | 40 | 54 | 24 | 40 | 54 | 24 |
Bars Traded | 5367 | 3200 | 2167 | 5367 | 3200 | 2167 |
Profit Streak | 0 | 0 | 599.8553 | 0 | 0 | 599.8553 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119786 | 302836 | -124542 | -443554 | -361625 | -309607 |
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{ "first_band": { "type": "bbm", "factors": { "length": 198, "offset": 0, "std": 3.28952 } }, "second_band": { "type": "dcu", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 198, "offset": 0, "std": 3.28952 } }, "second_band": { "type": "dcu", "factors": { "length": 21, "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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