Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1426071.3446 | 1336546.6301 | 89524.7145 | 7174143.7124 | 6151470.9576 | 1022672.7548 |
Total P&L (%) | 1426.0713 | 1336.5466 | 89.5247 | 7174.1437 | 6151.471 | 1022.6728 |
Avg Daily Profit (%) | 0.7841 | 0.7348 | 0.0492 | 0.236 | 0.2276 | 0.133 |
Buy And Hold Return (%) | 599.2244 | 599.2244 | 599.2244 | 599.2244 | 599.2244 | 599.2244 |
Max Trade Drawdown | -72506 | -45351 | -61423 | -7567918 | -5252454 | -5211880 |
Profit Factor | 3.0952 | 5.3914 | 1.2379 | 1.2343 | 1.4477 | 1.0606 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 33.3333 | 29.3333 | 37.3333 | 33.3333 | 29.3333 | 37.3333 |
Ratio Avg Win / Avg Loss | 6.1903 | 12.9883 | 2.0779 | 2.4686 | 3.4876 | 1.7803 |
Largest Winning Trade | 802395 | 802395 | 76999 | 5127519 | 5127519 | 2713799 |
Largest Losing Trade | -39151 | -23246 | -39151 | -2738904 | -1372313 | -2738904 |
Avg Bars in Trades | 71 | 66 | 76 | 71 | 66 | 76 |
Avg Bars in Winners | 152 | 151 | 153 | 152 | 151 | 153 |
Avg Bars in Losers | 31 | 31 | 30 | 31 | 31 | 30 |
Bars Traded | 10733 | 4994 | 5739 | 10733 | 4994 | 5739 |
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 | 320096 | -52335 | -354024 | 123957 | -57302 | -238496 |
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{ "first_band": { "type": "bbm", "factors": { "length": 159, "offset": 0, "std": 3.39559 } }, "second_band": { "type": "bbm", "factors": { "length": 162, "offset": 0, "std": 3.14231 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 159, "offset": 0, "std": 3.39559 } }, "second_band": { "type": "bbm", "factors": { "length": 162, "offset": 0, "std": 3.14231 } } }
# | 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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