Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328932.0559 | 376493.4854 | -47561.4295 | -2561.7865 | 177830.6037 | -180392.3902 |
Total P&L (%) | 328.9321 | 376.4935 | -47.5614 | -2.5618 | 177.8306 | -180.3924 |
Avg Daily Profit (%) | 0.1786 | 0.2044 | -0.0258 | -0.0014 | 0.0555 | 0 |
Buy And Hold Return (%) | 148.8281 | 148.8281 | 148.8281 | 148.8281 | 148.8281 | 148.8281 |
Max Trade Drawdown | -212576 | -81932 | -147505 | -938404 | -323334 | -657457 |
Profit Factor | 1.9034 | 3.461 | 0.7747 | 0.9984 | 1.3053 | 0.8149 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Losing Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Profitability (%) | 38.5965 | 44.8276 | 32.1429 | 38.5965 | 44.8276 | 32.1429 |
Ratio Avg Win / Avg Loss | 3.0281 | 4.2597 | 1.6356 | 1.5883 | 1.6065 | 1.7203 |
Largest Winning Trade | 428922 | 428922 | 61188 | 448814 | 448814 | 280253 |
Largest Losing Trade | -33318 | -32375 | -33318 | -219941 | -113556 | -219941 |
Avg Bars in Trades | 61 | 62 | 60 | 61 | 62 | 60 |
Avg Bars in Winners | 74 | 67 | 83 | 74 | 67 | 83 |
Avg Bars in Losers | 53 | 57 | 49 | 53 | 57 | 49 |
Bars Traded | 3493 | 1807 | 1686 | 3493 | 1807 | 1686 |
Profit Streak | 0 | 0 | 355.8676 | 0 | 0 | 355.8676 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -178648 | 312572 | -605413 | -762212 | -224809 | -605413 |
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{ "first_band": { "type": "bbm", "factors": { "length": 143, "offset": 0, "std": 4.22776 } }, "second_band": { "type": "bbm", "factors": { "length": 136, "offset": 0, "std": 2.99712 } } }
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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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