Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 502221.2543 | 399443.2438 | 102778.0105 | 738975.4459 | 354184.0642 | 384791.3816 |
Total P&L (%) | 502.2213 | 399.4432 | 102.778 | 738.9754 | 354.1841 | 384.7914 |
Avg Daily Profit (%) | 0.2836 | 0.2255 | 0.058 | 0.1202 | 0.0855 | 0.0892 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113724 | -93008 | -73824 | -443930 | -421166 | -315078 |
Profit Factor | 1.4906 | 1.7561 | 1.2075 | 1.213 | 1.1893 | 1.2408 |
Total Trades | 257 | 129 | 128 | 257 | 129 | 128 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 165 | 85 | 80 | 165 | 85 | 80 |
Profitability (%) | 35.7977 | 34.1085 | 37.5 | 35.7977 | 34.1085 | 37.5 |
Ratio Avg Win / Avg Loss | 2.6733 | 3.3924 | 2.0124 | 2.1755 | 2.2974 | 2.0679 |
Largest Winning Trade | 125270 | 125270 | 68811 | 240016 | 190095 | 240016 |
Largest Losing Trade | -36874 | -18322 | -36874 | -134628 | -104601 | -134628 |
Avg Bars in Trades | 13 | 13 | 14 | 13 | 13 | 14 |
Avg Bars in Winners | 26 | 26 | 27 | 26 | 26 | 27 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 3507 | 1678 | 1829 | 3507 | 1678 | 1829 |
Profit Streak | 36.2245 | 41.2245 | 36.2245 | 36.2245 | 41.2245 | 36.2245 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311346 | 217513 | -119052 | -33957 | -95175 | -77330 |
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{ "first_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 3.24138 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 23, "offset": 0, "std": 3.24138 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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