Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 427268.5417 | 391640.9685 | 35627.5732 | 7457.4981 | 201245.6017 | -193788.1036 |
Total P&L (%) | 427.2685 | 391.641 | 35.6276 | 7.4575 | 201.2456 | -193.7881 |
Avg Daily Profit (%) | 0.1767 | 0.162 | 0.0147 | 0.003 | 0.0456 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120406 | -100925 | -173219 | -266229 | -116992 | -380758 |
Profit Factor | 1.5795 | 1.9146 | 1.1153 | 1.0071 | 1.3809 | 0.6283 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 46.5116 | 46.5116 | 46.5116 | 46.5116 | 46.5116 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.8164 | 2.2018 | 1.2826 | 1.1582 | 1.5881 | 0.7225 |
Largest Winning Trade | 178479 | 178479 | 50131 | 158107 | 158107 | 37371 |
Largest Losing Trade | -61755 | -49476 | -61755 | -149239 | -95363 | -149239 |
Avg Bars in Trades | 54 | 74 | 34 | 54 | 74 | 34 |
Avg Bars in Winners | 53 | 66 | 41 | 53 | 66 | 41 |
Avg Bars in Losers | 55 | 81 | 28 | 55 | 81 | 28 |
Bars Traded | 4686 | 3198 | 1488 | 4686 | 3198 | 1488 |
Profit Streak | 10.5254 | 0 | 43.5254 | 10.5254 | 0 | 43.5254 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354593 | 346534 | -270248 | -567804 | -131587 | -581530 |
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{ "first_band": { "type": "bbm", "factors": { "length": 67, "offset": 0, "std": 2.6563 } }, "second_band": { "type": "midpoint", "factors": { "length": 122, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 67, "offset": 0, "std": 2.6563 } }, "second_band": { "type": "midpoint", "factors": { "length": 122, "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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