Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 459090.527 | 400916.1028 | 58174.4242 | 304631.4896 | 520715.7792 | -216084.2896 |
Total P&L (%) | 459.0905 | 400.9161 | 58.1744 | 304.6315 | 520.7158 | -216.0843 |
Avg Daily Profit (%) | 0.3752 | 0.3276 | 0.0475 | 0.1143 | 0.1493 | 0 |
Buy And Hold Return (%) | 35.4982 | 35.4982 | 35.4982 | 35.4982 | 35.4982 | 35.4982 |
Max Trade Drawdown | -160316 | -89366 | -114596 | -1657251 | -1061065 | -761277 |
Profit Factor | 1.8279 | 2.3595 | 1.2241 | 1.0853 | 1.2513 | 0.8557 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 50.5155 | 52.0833 | 48.9796 | 50.5155 | 52.0833 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.7906 | 2.1707 | 1.2751 | 1.0632 | 1.1512 | 0.8914 |
Largest Winning Trade | 281756 | 281756 | 34638 | 1001082 | 1001082 | 268808 |
Largest Losing Trade | -50557 | -50557 | -37142 | -923297 | -923297 | -301940 |
Avg Bars in Trades | 48 | 60 | 36 | 48 | 60 | 36 |
Avg Bars in Winners | 52 | 66 | 38 | 52 | 66 | 38 |
Avg Bars in Losers | 44 | 53 | 35 | 44 | 53 | 35 |
Bars Traded | 4713 | 2907 | 1805 | 4713 | 2907 | 1805 |
Profit Streak | 78.2741 | 78.2741 | 80.7741 | 78.2741 | 78.2741 | 80.7741 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520941 | 537626 | -137986 | -165181 | 294956 | -579664 |
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{ "first_band": { "type": "bbm", "factors": { "length": 72, "offset": 0, "std": 1.17204 } }, "second_band": { "type": "midpoint", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 72, "offset": 0, "std": 1.17204 } }, "second_band": { "type": "midpoint", "factors": { "length": 113, "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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