Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474562.6569 | 363004.0717 | 111558.5852 | 310122.9191 | 449067.6974 | -138944.7783 |
Total P&L (%) | 474.5627 | 363.0041 | 111.5586 | 310.1229 | 449.0677 | -138.9448 |
Avg Daily Profit (%) | 0.2528 | 0.1934 | 0.0594 | 0.0752 | 0.0908 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -261647 | -136731 | -140930 | -761175 | -281764 | -528802 |
Profit Factor | 1.2899 | 1.4155 | 1.1461 | 1.0626 | 1.1806 | 0.9436 |
Total Trades | 550 | 275 | 275 | 550 | 275 | 275 |
Winning Trades | 253 | 119 | 134 | 253 | 119 | 134 |
Losing Trades | 297 | 156 | 141 | 297 | 156 | 141 |
Profitability (%) | 46 | 43.2727 | 48.7273 | 46 | 43.2727 | 48.7273 |
Ratio Avg Win / Avg Loss | 1.5142 | 1.8557 | 1.206 | 1.2475 | 1.5477 | 0.9929 |
Largest Winning Trade | 75286 | 75286 | 37157 | 226141 | 226141 | 161392 |
Largest Losing Trade | -38727 | -38727 | -31304 | -179009 | -179009 | -175553 |
Avg Bars in Trades | 40 | 46 | 34 | 40 | 46 | 34 |
Avg Bars in Winners | 49 | 52 | 45 | 49 | 52 | 45 |
Avg Bars in Losers | 33 | 42 | 23 | 33 | 42 | 23 |
Bars Traded | 22367 | 12913 | 9454 | 22367 | 12913 | 9454 |
Profit Streak | 6.4873 | 8.904 | 0 | 6.4873 | 8.904 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403704 | 318578 | -172992 | -242142 | -93144 | -580389 |
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{ "first_band": { "type": "bbm", "factors": { "length": 82, "offset": 0, "std": 3.37624 } }, "second_band": { "type": "midpoint", "factors": { "length": 110, "offset": 0 } } }
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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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