Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70777.2174 | 37916.3737 | 32860.8437 | 79283.0767 | 28873.2985 | 50409.7782 |
Total P&L (%) | 70.7772 | 37.9164 | 32.8608 | 79.2831 | 28.8733 | 50.4098 |
Avg Daily Profit (%) | 0.1542 | 0.0826 | 0.0716 | 0.1272 | 0.0553 | 0.089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -26396 | -26432 | -20513 | -62183 | -62247 | -31484 |
Profit Factor | 1.3799 | 1.3943 | 1.3645 | 1.2681 | 1.1739 | 1.3884 |
Total Trades | 524 | 262 | 262 | 524 | 262 | 262 |
Winning Trades | 390 | 199 | 191 | 390 | 199 | 191 |
Losing Trades | 134 | 63 | 71 | 134 | 63 | 71 |
Profitability (%) | 74.4275 | 75.9542 | 72.9008 | 74.4275 | 75.9542 | 72.9008 |
Ratio Avg Win / Avg Loss | 0.4741 | 0.4414 | 0.5072 | 0.4357 | 0.3716 | 0.5161 |
Largest Winning Trade | 6600 | 5238 | 6600 | 6367 | 6112 | 6367 |
Largest Losing Trade | -26396 | -26396 | -20513 | -62183 | -62183 | -31484 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Losers | 48 | 49 | 47 | 48 | 49 | 47 |
Bars Traded | 10692 | 5142 | 5550 | 10692 | 5142 | 5550 |
Profit Streak | 592.0606 | 596.6856 | 592.0606 | 592.0606 | 596.6856 | 592.0606 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450392 | -81446 | -97531 | -18545 | -148540 | -72667 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 118, "offset": 0, "std": 3.11575 } } }
# | 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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