Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 887925.7548 | 760358.9116 | 127566.8432 | 12377531.7471 | 11720955.4754 | 656576.2717 |
Total P&L (%) | 887.9258 | 760.3589 | 127.5668 | 12377.5317 | 11720.9555 | 656.5763 |
Avg Daily Profit (%) | 0.4262 | 0.365 | 0.0612 | 0.2319 | 0.2293 | 0.0972 |
Buy And Hold Return (%) | 526.4909 | 526.4909 | 526.4909 | 526.4909 | 526.4909 | 526.4909 |
Max Trade Drawdown | -115234 | -76196 | -133798 | -9603346 | -5686220 | -6548308 |
Profit Factor | 1.5651 | 2.012 | 1.1556 | 1.1568 | 1.2971 | 1.0166 |
Total Trades | 450 | 225 | 225 | 450 | 225 | 225 |
Winning Trades | 215 | 103 | 112 | 215 | 103 | 112 |
Losing Trades | 235 | 122 | 113 | 235 | 122 | 113 |
Profitability (%) | 47.7778 | 45.7778 | 49.7778 | 47.7778 | 45.7778 | 49.7778 |
Ratio Avg Win / Avg Loss | 1.7106 | 2.3831 | 1.1659 | 1.2644 | 1.5363 | 1.0257 |
Largest Winning Trade | 103226 | 103226 | 53457 | 5941250 | 5941250 | 2727744 |
Largest Losing Trade | -35909 | -32640 | -35909 | -2809233 | -2721973 | -2809233 |
Avg Bars in Trades | 55 | 46 | 63 | 55 | 46 | 63 |
Avg Bars in Winners | 59 | 51 | 66 | 59 | 51 | 66 |
Avg Bars in Losers | 51 | 42 | 61 | 51 | 42 | 61 |
Bars Traded | 24860 | 10482 | 14378 | 24860 | 10482 | 14378 |
Profit Streak | 1.1684 | 0 | 8.4184 | 1.1684 | 0 | 8.4184 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 89836 | -15330 | -325143 | -41045 | 304038 | -352747 |
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{ "first_band": { "type": "midprice", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 3.66501 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 3.66501 } } }
# | 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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