Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99292.808 | 54609.3107 | 44683.4973 | 133929.9089 | 73352.6595 | 60577.2494 |
Total P&L (%) | 99.2928 | 54.6093 | 44.6835 | 133.9299 | 73.3527 | 60.5772 |
Avg Daily Profit (%) | 0.2163 | 0.119 | 0.0973 | 0.1853 | 0.1199 | 0.1032 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23468 | -7908 | -23824 | -40992 | -8413 | -40892 |
Profit Factor | 1.6992 | 2.7727 | 1.4018 | 1.6966 | 2.814 | 1.399 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 110 | 59 | 51 | 110 | 59 | 51 |
Losing Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Profitability (%) | 65.8683 | 70.2381 | 61.4458 | 65.8683 | 70.2381 | 61.4458 |
Ratio Avg Win / Avg Loss | 0.8805 | 1.1749 | 0.8795 | 0.8791 | 1.1924 | 0.8778 |
Largest Winning Trade | 29811 | 7195 | 29811 | 50891 | 10830 | 50891 |
Largest Losing Trade | -21373 | -5122 | -21373 | -36652 | -7988 | -36652 |
Avg Bars in Trades | 65 | 25 | 105 | 65 | 25 | 105 |
Avg Bars in Winners | 43 | 19 | 70 | 43 | 19 | 70 |
Avg Bars in Losers | 107 | 39 | 161 | 107 | 39 | 161 |
Bars Traded | 10885 | 2139 | 8747 | 10885 | 2139 | 8747 |
Profit Streak | 596.6322 | 601.5906 | 596.6322 | 596.6322 | 601.5906 | 596.6322 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421291 | -27628 | -64547 | 411574 | -25246 | -55541 |
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{ "first_band": { "type": "dcu", "factors": { "length": 19, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 106, "offset": 0, "std": 4.27773 } } }
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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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