Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1679374.3335 | 1776565.0724 | -97190.7389 | 8624.95 | 101932.464 | -93307.5141 |
Total P&L (%) | 1679.3743 | 1776.5651 | -97.1907 | 8.625 | 101.9325 | -93.3075 |
Avg Daily Profit (%) | 0.7082 | 0.7492 | -0.041 | 0.0035 | 0.0296 | -0.114 |
Buy And Hold Return (%) | 670.3012 | 670.3012 | 670.3012 | 670.3012 | 670.3012 | 670.3012 |
Max Trade Drawdown | -260997 | -213884 | -166788 | -1491119 | -1022017 | -554759 |
Profit Factor | 2.4847 | 3.5819 | 0.7806 | 1.003 | 1.0564 | 0.9123 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 60 | 27 | 33 | 60 | 27 | 33 |
Losing Trades | 104 | 55 | 49 | 104 | 55 | 49 |
Profitability (%) | 36.5854 | 32.9268 | 40.2439 | 36.5854 | 32.9268 | 40.2439 |
Ratio Avg Win / Avg Loss | 4.3068 | 7.2964 | 1.1591 | 1.7385 | 2.1519 | 1.3546 |
Largest Winning Trade | 1447635 | 1447635 | 32676 | 996984 | 996984 | 348281 |
Largest Losing Trade | -56263 | -56263 | -38909 | -380426 | -380426 | -232676 |
Avg Bars in Trades | 85 | 135 | 35 | 85 | 135 | 35 |
Avg Bars in Winners | 125 | 232 | 38 | 125 | 232 | 38 |
Avg Bars in Losers | 62 | 88 | 32 | 62 | 88 | 32 |
Bars Traded | 14011 | 11139 | 2872 | 14011 | 11139 | 2872 |
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 | 331506 | 178816 | -587363 | -574401 | -487543 | -587363 |
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{ "first_band": { "type": "bbm", "factors": { "length": 111, "offset": 0, "std": 1.86663 } }, "second_band": { "type": "bbu", "factors": { "length": 226, "offset": 0, "std": 1.67194 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 111, "offset": 0, "std": 1.86663 } }, "second_band": { "type": "bbu", "factors": { "length": 226, "offset": 0, "std": 1.67194 } } }
# | 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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