Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89196.9308 | 47568.7994 | 41628.1314 | 107791.8165 | 55920.7692 | 51871.0473 |
Total P&L (%) | 89.1969 | 47.5688 | 41.6281 | 107.7918 | 55.9208 | 51.871 |
Avg Daily Profit (%) | 0.1943 | 0.1036 | 0.0907 | 0.1594 | 0.0968 | 0.0911 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33103 | -15705 | -22521 | -42026 | -20814 | -27268 |
Profit Factor | 1.5741 | 1.6961 | 1.4783 | 1.6109 | 1.7067 | 1.533 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 116 | 60 | 56 | 116 | 60 | 56 |
Losing Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Profitability (%) | 68.2353 | 70.5882 | 65.8824 | 68.2353 | 70.5882 | 65.8824 |
Ratio Avg Win / Avg Loss | 0.7328 | 0.7067 | 0.7655 | 0.7499 | 0.7111 | 0.7939 |
Largest Winning Trade | 35433 | 14802 | 35433 | 44949 | 25431 | 44949 |
Largest Losing Trade | -21084 | -10635 | -21084 | -25365 | -13906 | -25365 |
Avg Bars in Trades | 62 | 57 | 68 | 62 | 57 | 68 |
Avg Bars in Winners | 43 | 42 | 45 | 43 | 42 | 45 |
Avg Bars in Losers | 103 | 93 | 112 | 103 | 93 | 112 |
Bars Traded | 10673 | 4874 | 5799 | 10673 | 4874 | 5799 |
Profit Streak | 592.138 | 624.8047 | 592.138 | 592.138 | 624.8047 | 592.138 |
Trades During Streak | 2 | 6 | 1 | 2 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 400046 | -52525 | -72646 | 395781 | -60983 | -70927 |
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{ "first_band": { "type": "bbm", "factors": { "length": 14, "offset": 0, "std": 2.23852 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 14, "offset": 0, "std": 2.23852 } }, "second_band": { "type": "midpoint", "factors": { "length": 152, "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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