Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2000877.2075 | 1935922.7539 | 64954.4536 | 2203674.6089 | 6439.9517 | 2197234.6572 |
Total P&L (%) | 2000.8772 | 1935.9228 | 64.9545 | 2203.6746 | 6.44 | 2197.2347 |
Avg Daily Profit (%) | 0.8439 | 0.8165 | 0.0274 | 0.1324 | 0.0026 | 0.1323 |
Buy And Hold Return (%) | 533.2632 | 533.2632 | 533.2632 | 533.2632 | 533.2632 | 533.2632 |
Max Trade Drawdown | -141194 | -132398 | -58045 | -6203156 | -5120487 | -3207970 |
Profit Factor | 4.4913 | 7.9385 | 1.2209 | 1.1336 | 1.0007 | 1.282 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 43.2836 | 38.2353 | 48.4848 | 43.2836 | 38.2353 | 48.4848 |
Ratio Avg Win / Avg Loss | 5.8852 | 12.8238 | 1.2972 | 1.4855 | 1.6166 | 1.3621 |
Largest Winning Trade | 1634162 | 1634162 | 55592 | 4756768 | 4756768 | 1922752 |
Largest Losing Trade | -43998 | -32307 | -43998 | -3207970 | -1804953 | -3207970 |
Avg Bars in Trades | 69 | 64 | 73 | 69 | 64 | 73 |
Avg Bars in Winners | 95 | 102 | 89 | 95 | 102 | 89 |
Avg Bars in Losers | 49 | 41 | 58 | 49 | 41 | 58 |
Bars Traded | 4632 | 2201 | 2431 | 4632 | 2201 | 2431 |
Profit Streak | 0 | 0 | 82.1277 | 0 | 0 | 82.1277 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -105706 | 524353 | -322513 | -215371 | -578269 | -18213 |
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{ "first_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 2.37799 } }, "second_band": { "type": "bbm", "factors": { "length": 199, "offset": 0, "std": 1.2681 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 2.37799 } }, "second_band": { "type": "bbm", "factors": { "length": 199, "offset": 0, "std": 1.2681 } } }
# | 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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