Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1482140.4811 | 1490970.8259 | -8830.3447 | 417335.4581 | 674193.9749 | -256858.5167 |
Total P&L (%) | 1482.1405 | 1490.9708 | -8.8303 | 417.3355 | 674.194 | -256.8585 |
Avg Daily Profit (%) | 0.8142 | 0.8191 | -0.0049 | 0.0903 | 0.1125 | 0 |
Buy And Hold Return (%) | 680.823 | 680.823 | 680.823 | 680.823 | 680.823 | 680.823 |
Max Trade Drawdown | -125259 | -131700 | -33705 | -2043067 | -1944664 | -313899 |
Profit Factor | 3.3299 | 3.7834 | 0.9121 | 1.0706 | 1.1342 | 0.7101 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 44.4444 | 38.7755 | 50 | 44.4444 | 38.7755 | 50 |
Ratio Avg Win / Avg Loss | 4.1624 | 5.9738 | 0.9121 | 1.3383 | 1.7908 | 0.7101 |
Largest Winning Trade | 729811 | 729811 | 15872 | 1866890 | 1866890 | 114295 |
Largest Losing Trade | -58173 | -58173 | -11837 | -988880 | -988880 | -167527 |
Avg Bars in Trades | 207 | 401 | 16 | 207 | 401 | 16 |
Avg Bars in Winners | 279 | 625 | 16 | 279 | 625 | 16 |
Avg Bars in Losers | 149 | 259 | 17 | 149 | 259 | 17 |
Bars Traded | 20506 | 19659 | 847 | 20506 | 19659 | 847 |
Profit Streak | 0 | 90.2946 | 0 | 0 | 90.2946 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 429808 | 387093 | -760555 | -382891 | -283677 | -760555 |
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{ "first_band": { "type": "bbm", "factors": { "length": 239, "offset": 0, "std": 4.98662 } }, "second_band": { "type": "bbu", "factors": { "length": 220, "offset": 0, "std": 1.63524 } } }
# | 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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