Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 536499.6482 | 517729.126 | 18770.5222 | 302930.7782 | 258928.328 | 44002.4502 |
Total P&L (%) | 536.4996 | 517.7291 | 18.7705 | 302.9308 | 258.9283 | 44.0025 |
Avg Daily Profit (%) | 0.2915 | 0.2813 | 0.0102 | 0.0758 | 0.0695 | 0.0198 |
Buy And Hold Return (%) | 169.9925 | 169.9925 | 169.9925 | 169.9925 | 169.9925 | 169.9925 |
Max Trade Drawdown | -111055 | -115615 | -63494 | -270466 | -216018 | -132169 |
Profit Factor | 2.4563 | 4.1311 | 1.0924 | 1.4882 | 1.9557 | 1.1259 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 11 | 11 | 22 | 11 | 11 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 38.5965 | 37.931 | 39.2857 | 38.5965 | 37.931 | 39.2857 |
Ratio Avg Win / Avg Loss | 3.9077 | 6.76 | 1.6883 | 2.3675 | 3.2002 | 1.74 |
Largest Winning Trade | 467830 | 467830 | 59342 | 217435 | 217435 | 106075 |
Largest Losing Trade | -30777 | -24155 | -30777 | -81730 | -53098 | -81730 |
Avg Bars in Trades | 92 | 92 | 92 | 92 | 92 | 92 |
Avg Bars in Winners | 161 | 136 | 187 | 161 | 136 | 187 |
Avg Bars in Losers | 49 | 66 | 31 | 49 | 66 | 31 |
Bars Traded | 5292 | 2693 | 2599 | 5292 | 2693 | 2599 |
Profit Streak | 83.7853 | 330.452 | 0 | 83.7853 | 330.452 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -173125 | 338978 | -487937 | -281452 | -109941 | -438349 |
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{ "first_band": { "type": "bbm", "factors": { "length": 121, "offset": 0, "std": 3.06606 } }, "second_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } } }
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# | 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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