Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840374.6118 | 893860.509 | -53485.8972 | 174351.1894 | 224676.6191 | -50325.4297 |
Total P&L (%) | 840.3746 | 893.8605 | -53.4859 | 174.3512 | 224.6766 | -50.3254 |
Avg Daily Profit (%) | 0.4633 | 0.4928 | -0.0295 | 0.0557 | 0.0649 | -0.0386 |
Buy And Hold Return (%) | 569.1737 | 569.1737 | 569.1737 | 569.1737 | 569.1737 | 569.1737 |
Max Trade Drawdown | -172021 | -83091 | -186278 | -214060 | -142886 | -181603 |
Profit Factor | 2.3321 | 4.171 | 0.8467 | 1.2012 | 1.5557 | 0.8911 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Profitability (%) | 47.6923 | 50 | 45.4545 | 47.6923 | 50 | 45.4545 |
Ratio Avg Win / Avg Loss | 2.5578 | 4.171 | 1.0161 | 1.3174 | 1.5557 | 1.0694 |
Largest Winning Trade | 424368 | 424368 | 72442 | 140208 | 136194 | 140208 |
Largest Losing Trade | -52819 | -50060 | -52819 | -104761 | -104761 | -97401 |
Avg Bars in Trades | 163 | 148 | 177 | 163 | 148 | 177 |
Avg Bars in Winners | 239 | 219 | 261 | 239 | 219 | 261 |
Avg Bars in Losers | 93 | 78 | 107 | 93 | 78 | 107 |
Bars Traded | 10628 | 4757 | 5871 | 10628 | 4757 | 5871 |
Profit Streak | 0 | 156.0556 | 0 | 0 | 156.0556 | 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 | -139706 | 320645 | -580903 | -421792 | -268297 | -580903 |
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{ "first_band": { "type": "rma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 153, "offset": 0, "std": 1.252 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 153, "offset": 0, "std": 1.252 } } }
# | 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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