Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 137666.3583 | 94788.0546 | 42878.3037 | 185980.6649 | 177268.3529 | 8712.312 |
Total P&L (%) | 137.6664 | 94.7881 | 42.8783 | 185.9807 | 177.2684 | 8.7123 |
Avg Daily Profit (%) | 0.5286 | 0.364 | 0.1647 | 0.4043 | 0.3924 | 0.0321 |
Buy And Hold Return (%) | 18.0694 | 18.0694 | 18.0694 | 18.0694 | 18.0694 | 18.0694 |
Max Trade Drawdown | -46015 | -24995 | -34555 | -159558 | -67506 | -125392 |
Profit Factor | 1.3351 | 1.5141 | 1.1893 | 1.202 | 1.4549 | 1.0164 |
Total Trades | 261 | 130 | 131 | 261 | 130 | 131 |
Winning Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Losing Trades | 130 | 63 | 67 | 130 | 63 | 67 |
Profitability (%) | 50.1916 | 51.5385 | 48.855 | 50.1916 | 51.5385 | 48.855 |
Ratio Avg Win / Avg Loss | 1.3249 | 1.4237 | 1.2451 | 1.1928 | 1.3681 | 1.0641 |
Largest Winning Trade | 17018 | 17018 | 16001 | 44086 | 28214 | 44086 |
Largest Losing Trade | -15610 | -12813 | -15610 | -48072 | -28352 | -48072 |
Avg Bars in Trades | 93 | 94 | 93 | 93 | 94 | 93 |
Avg Bars in Winners | 98 | 96 | 100 | 98 | 96 | 100 |
Avg Bars in Losers | 88 | 91 | 85 | 88 | 91 | 85 |
Bars Traded | 24422 | 12231 | 12191 | 24422 | 12231 | 12191 |
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 | 386021 | 282246 | -11411 | 318490 | 320057 | -520335 |
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{ "first_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 4.47625 } }, "second_band": { "type": "midpoint", "factors": { "length": 213, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 4.47625 } }, "second_band": { "type": "midpoint", "factors": { "length": 213, "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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