Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477223.5467 | 568861.6461 | -91638.0993 | -66994.0113 | 524509.6326 | -591503.6438 |
Total P&L (%) | 477.2235 | 568.8616 | -91.6381 | -66.994 | 524.5096 | -591.5036 |
Avg Daily Profit (%) | 0.2559 | 0.305 | -0.0491 | -0.0594 | 0.0983 | 0 |
Buy And Hold Return (%) | 98.5739 | 98.5739 | 98.5739 | 98.5739 | 98.5739 | 98.5739 |
Max Trade Drawdown | -183471 | -127450 | -106030 | -1070612 | -614044 | -612000 |
Profit Factor | 1.9032 | 2.5907 | 0.4634 | 0.961 | 1.5449 | 0.2164 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 49.2537 | 54.5455 | 44.1176 | 49.2537 | 54.5455 | 44.1176 |
Ratio Avg Win / Avg Loss | 1.9608 | 2.1589 | 0.587 | 0.9901 | 1.2874 | 0.2742 |
Largest Winning Trade | 370563 | 370563 | 16621 | 628434 | 628434 | 52710 |
Largest Losing Trade | -85589 | -85589 | -32957 | -421874 | -421874 | -351997 |
Avg Bars in Trades | 146 | 290 | 7 | 146 | 290 | 7 |
Avg Bars in Winners | 94 | 166 | 7 | 94 | 166 | 7 |
Avg Bars in Losers | 197 | 438 | 8 | 197 | 438 | 8 |
Bars Traded | 9844 | 9573 | 271 | 9844 | 9573 | 271 |
Profit Streak | 0 | 163.6102 | 0 | 0 | 163.6102 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -111052 | 511169 | -582805 | -702068 | -59773 | -582805 |
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{ "first_band": { "type": "dcl", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 130, "offset": 0, "std": 2.90322 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 61, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 130, "offset": 0, "std": 2.90322 } } }
# | 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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