Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1703177.7426 | 1513864.4234 | 189313.3192 | 54454036.9962 | 41221889.3401 | 13232147.6562 |
Total P&L (%) | 1703.1777 | 1513.8644 | 189.3133 | 54454.037 | 41221.8893 | 13232.1477 |
Avg Daily Profit (%) | 0.9389 | 0.8345 | 0.1044 | 0.348 | 0.3326 | 0.2701 |
Buy And Hold Return (%) | 775.5455 | 775.5455 | 775.5455 | 775.5455 | 775.5455 | 775.5455 |
Max Trade Drawdown | -78822 | -47686 | -47830 | -56247896 | -45591224 | -31777264 |
Profit Factor | 3.3693 | 5.5036 | 1.4947 | 1.2301 | 1.3456 | 1.1127 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 131 | 67 | 64 | 131 | 67 | 64 |
Profitability (%) | 34.5 | 33 | 36 | 34.5 | 33 | 36 |
Ratio Avg Win / Avg Loss | 6.3969 | 11.1741 | 2.6572 | 2.3353 | 2.7319 | 1.9781 |
Largest Winning Trade | 910631 | 910631 | 77136 | 43579567 | 43579567 | 24278416 |
Largest Losing Trade | -17527 | -16082 | -17527 | -15210060 | -13555946 | -15210060 |
Avg Bars in Trades | 107 | 98 | 117 | 107 | 98 | 117 |
Avg Bars in Winners | 229 | 207 | 249 | 229 | 207 | 249 |
Avg Bars in Losers | 43 | 44 | 42 | 43 | 44 | 42 |
Bars Traded | 21525 | 9807 | 11718 | 21525 | 9807 | 11718 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330015 | 261095 | -222782 | 183225 | 134859 | -92531 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 9, "offset": 0, "std": 1.7322 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 9, "offset": 0, "std": 1.7322 } } }
# | 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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