Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1275662.8106 | 1359693.2098 | -84030.3992 | 12837.058 | 738377.3774 | -725540.3194 |
Total P&L (%) | 1275.6628 | 1359.6932 | -84.0304 | 12.8371 | 738.3774 | -725.5403 |
Avg Daily Profit (%) | 0.7013 | 0.7475 | -0.0462 | 0.0066 | 0.117 | 0 |
Buy And Hold Return (%) | 649.0832 | 649.0832 | 649.0832 | 649.0832 | 649.0832 | 649.0832 |
Max Trade Drawdown | -241359 | -201443 | -139654 | -2703217 | -2241528 | -1014261 |
Profit Factor | 2.1469 | 2.8252 | 0.7712 | 1.0018 | 1.1496 | 0.6813 |
Total Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Winning Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Losing Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Profitability (%) | 43.7736 | 43.9394 | 43.609 | 43.7736 | 43.9394 | 43.609 |
Ratio Avg Win / Avg Loss | 2.7577 | 3.6046 | 0.9973 | 1.2868 | 1.4667 | 0.881 |
Largest Winning Trade | 884893 | 884893 | 17476 | 1394552 | 1394552 | 191109 |
Largest Losing Trade | -54660 | -54660 | -24011 | -873002 | -873002 | -326188 |
Avg Bars in Trades | 81 | 141 | 21 | 81 | 141 | 21 |
Avg Bars in Winners | 109 | 192 | 25 | 109 | 192 | 25 |
Avg Bars in Losers | 59 | 101 | 17 | 59 | 101 | 17 |
Bars Traded | 21511 | 18682 | 2829 | 21511 | 18682 | 2829 |
Profit Streak | 0 | 87.1431 | 0 | 0 | 87.1431 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 297025 | 369082 | -583187 | -569335 | -217044 | -583187 |
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{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 0, "std": 4.62791 } }, "second_band": { "type": "dcu", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 127, "offset": 0, "std": 4.62791 } }, "second_band": { "type": "dcu", "factors": { "length": 45, "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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