Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1915388.3176 | 1802668.512 | 112719.8056 | 1466487.1123 | 1012361.8891 | 454125.2232 |
Total P&L (%) | 1915.3883 | 1802.6685 | 112.7198 | 1466.4871 | 1012.3619 | 454.1252 |
Avg Daily Profit (%) | 0.8263 | 0.7777 | 0.0486 | 0.1188 | 0.104 | 0.0739 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128031 | -141527 | -46943 | -2409526 | -2609970 | -1020360 |
Profit Factor | 3.7565 | 5.4978 | 1.3833 | 1.1597 | 1.2015 | 1.1092 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 40.2597 | 33.3333 | 47.3684 | 40.2597 | 33.3333 | 47.3684 |
Ratio Avg Win / Avg Loss | 5.5742 | 10.9957 | 1.537 | 1.7208 | 2.4031 | 1.2324 |
Largest Winning Trade | 1481106 | 1481106 | 75063 | 2117687 | 2117687 | 1136430 |
Largest Losing Trade | -55964 | -55964 | -46943 | -1020360 | -1019820 | -1020360 |
Avg Bars in Trades | 58 | 62 | 53 | 58 | 62 | 53 |
Avg Bars in Winners | 93 | 112 | 79 | 93 | 112 | 79 |
Avg Bars in Losers | 34 | 37 | 30 | 34 | 37 | 30 |
Bars Traded | 4493 | 2442 | 2051 | 4493 | 2442 | 2051 |
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 | -29993 | 528277 | -127275 | -127854 | -59613 | -195735 |
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{ "first_band": { "type": "bbm", "factors": { "length": 168, "offset": 0, "std": 3.17839 } }, "second_band": { "type": "midprice", "factors": { "length": 55, "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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