Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 151125.753 | 61114.8469 | 90010.9061 | 198506.01 | 56703.1332 | 141802.8768 |
Total P&L (%) | 151.1258 | 61.1148 | 90.0109 | 198.506 | 56.7031 | 141.8029 |
Avg Daily Profit (%) | 0.2902 | 0.1173 | 0.1728 | 0.2102 | 0.0863 | 0.1697 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62555 | -48272 | -38117 | -259145 | -203320 | -145395 |
Profit Factor | 1.3705 | 1.2974 | 1.4447 | 1.172 | 1.0978 | 1.2468 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 97 | 45 | 52 | 97 | 45 | 52 |
Losing Trades | 123 | 65 | 58 | 123 | 65 | 58 |
Profitability (%) | 44.0909 | 40.9091 | 47.2727 | 44.0909 | 40.9091 | 47.2727 |
Ratio Avg Win / Avg Loss | 1.7378 | 1.874 | 1.6114 | 1.4861 | 1.5858 | 1.3906 |
Largest Winning Trade | 32164 | 32164 | 23264 | 94590 | 81512 | 94590 |
Largest Losing Trade | -11293 | -8002 | -11293 | -51146 | -39845 | -51146 |
Avg Bars in Trades | 112 | 111 | 112 | 112 | 111 | 112 |
Avg Bars in Winners | 162 | 163 | 161 | 162 | 163 | 161 |
Avg Bars in Losers | 72 | 75 | 69 | 72 | 75 | 69 |
Bars Traded | 24669 | 12240 | 12429 | 24669 | 12240 | 12429 |
Profit Streak | 3.8905 | 0 | 16.3072 | 3.8905 | 0 | 16.3072 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 287305 | -40130 | 326129 | -25665 | -194799 | 241614 |
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{ "first_band": { "type": "bbm", "factors": { "length": 188, "offset": 0, "std": 1.79586 } }, "second_band": { "type": "rma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 188, "offset": 0, "std": 1.79586 } }, "second_band": { "type": "rma", "factors": { "length": 56, "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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