Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 806478.4509 | 846580.2227 | -40101.7718 | 1050.6035 | 120386.7386 | -119336.1351 |
Total P&L (%) | 806.4785 | 846.5802 | -40.1018 | 1.0506 | 120.3867 | -119.3361 |
Avg Daily Profit (%) | 0.4398 | 0.4617 | -0.0219 | 0.0006 | 0.0431 | 0 |
Buy And Hold Return (%) | 115.7938 | 115.7938 | 115.7938 | 115.7938 | 115.7938 | 115.7938 |
Max Trade Drawdown | -217595 | -155691 | -103918 | -852955 | -626258 | -312275 |
Profit Factor | 1.7185 | 2.4753 | 0.9269 | 1.0004 | 1.0881 | 0.8996 |
Total Trades | 411 | 206 | 205 | 411 | 206 | 205 |
Winning Trades | 179 | 86 | 93 | 179 | 86 | 93 |
Losing Trades | 232 | 120 | 112 | 232 | 120 | 112 |
Profitability (%) | 43.5523 | 41.7476 | 45.3659 | 43.5523 | 41.7476 | 45.3659 |
Ratio Avg Win / Avg Loss | 2.2273 | 3.4539 | 1.1163 | 1.2966 | 1.5183 | 1.0833 |
Largest Winning Trade | 836746 | 836746 | 48075 | 500584 | 500584 | 212285 |
Largest Losing Trade | -44052 | -28786 | -44052 | -200145 | -184031 | -200145 |
Avg Bars in Trades | 26 | 26 | 26 | 26 | 26 | 26 |
Avg Bars in Winners | 36 | 35 | 37 | 36 | 35 | 37 |
Avg Bars in Losers | 18 | 19 | 18 | 18 | 19 | 18 |
Bars Traded | 10894 | 5376 | 5518 | 10894 | 5376 | 5518 |
Profit Streak | 0 | 0 | 2.3636 | 0 | 0 | 2.3636 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476624 | 452991 | -581860 | -577980 | -413704 | -581860 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 104 } }, "second_band": { "type": "bbm", "factors": { "length": 80, "offset": 0, "std": 3.67907 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 104 } }, "second_band": { "type": "bbm", "factors": { "length": 80, "offset": 0, "std": 3.67907 } } }
# | 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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