Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1795575.0871 | 1690082.353 | 105492.734 | 1583029.4709 | 5335737.3258 | -3752707.8548 |
Total P&L (%) | 1795.5751 | 1690.0824 | 105.4927 | 1583.0295 | 5335.7373 | -3752.7079 |
Avg Daily Profit (%) | 0.9674 | 0.9106 | 0.0568 | 0.1522 | 0.2155 | 0 |
Buy And Hold Return (%) | 146.1909 | 146.1909 | 146.1909 | 146.1909 | 146.1909 | 146.1909 |
Max Trade Drawdown | -140092 | -115166 | -93131 | -7326000 | -3633728 | -7639484 |
Profit Factor | 3.9373 | 6.1331 | 1.374 | 1.0678 | 1.5532 | 0.7265 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 47.7064 | 41.8182 | 53.7037 | 47.7064 | 41.8182 | 53.7037 |
Ratio Avg Win / Avg Loss | 4.3159 | 8.533 | 1.1845 | 1.1704 | 2.161 | 0.6263 |
Largest Winning Trade | 1457520 | 1457520 | 62700 | 4575730 | 4575730 | 1847996 |
Largest Losing Trade | -72644 | -49262 | -72644 | -4576873 | -1596946 | -4576873 |
Avg Bars in Trades | 48 | 51 | 46 | 48 | 51 | 46 |
Avg Bars in Winners | 65 | 71 | 60 | 65 | 71 | 60 |
Avg Bars in Losers | 34 | 36 | 30 | 34 | 36 | 30 |
Bars Traded | 5333 | 2823 | 2510 | 5333 | 2823 | 2510 |
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 | 710093 | -161446 | -461837 | -138973 | -172324 | -760353 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 149 } }, "second_band": { "type": "bbm", "factors": { "length": 110, "offset": 0, "std": 1.9392 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 149 } }, "second_band": { "type": "bbm", "factors": { "length": 110, "offset": 0, "std": 1.9392 } } }
# | 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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