Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 537424.006 | 493868.6021 | 43555.4039 | 723778.8505 | 555690.2585 | 168088.592 |
Total P&L (%) | 537.424 | 493.8686 | 43.5554 | 723.7789 | 555.6903 | 168.0886 |
Avg Daily Profit (%) | 1.0319 | 0.9482 | 0.0836 | 0.4057 | 0.3617 | 0.1895 |
Buy And Hold Return (%) | 221.4286 | 221.4286 | 221.4286 | 221.4286 | 221.4286 | 221.4286 |
Max Trade Drawdown | -46125 | -40134 | -26381 | -255820 | -210192 | -120305 |
Profit Factor | 2.4414 | 3.3723 | 1.2645 | 1.5827 | 1.802 | 1.306 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 92 | 39 | 53 | 92 | 39 | 53 |
Losing Trades | 148 | 81 | 67 | 148 | 81 | 67 |
Profitability (%) | 38.3333 | 32.5 | 44.1667 | 38.3333 | 32.5 | 44.1667 |
Ratio Avg Win / Avg Loss | 3.9275 | 7.0039 | 1.5985 | 2.546 | 3.7425 | 1.651 |
Largest Winning Trade | 446098 | 446098 | 15701 | 452776 | 452776 | 65723 |
Largest Losing Trade | -9703 | -9555 | -9703 | -72635 | -72635 | -66289 |
Avg Bars in Trades | 102 | 95 | 110 | 102 | 95 | 110 |
Avg Bars in Winners | 175 | 178 | 174 | 175 | 178 | 174 |
Avg Bars in Losers | 57 | 55 | 59 | 57 | 55 | 59 |
Bars Traded | 24636 | 11421 | 13215 | 24636 | 11421 | 13215 |
Profit Streak | 18.2273 | 19.4356 | 18.2273 | 18.2273 | 19.4356 | 18.2273 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417678 | 267433 | -248612 | 268938 | 98865 | -159523 |
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{ "first_band": { "type": "bbm", "factors": { "length": 136, "offset": 0, "std": 2.56983 } }, "second_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 136, "offset": 0, "std": 2.56983 } }, "second_band": { "type": "midpoint", "factors": { "length": 56, "offset": 0 } } }
# | 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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