Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152222.6274 | 1145241.249 | 6981.3784 | 1110295.2836 | 1972181.5971 | -861886.3135 |
Total P&L (%) | 1152.2226 | 1145.2412 | 6.9814 | 1110.2953 | 1972.1816 | -861.8863 |
Avg Daily Profit (%) | 0.636 | 0.6321 | 0.0039 | 0.1377 | 0.1675 | 0 |
Buy And Hold Return (%) | 495.0992 | 495.0992 | 495.0992 | 495.0992 | 495.0992 | 495.0992 |
Max Trade Drawdown | -109288 | -62297 | -82029 | -3379558 | -1989402 | -1668364 |
Profit Factor | 3.0326 | 5.4787 | 1.0224 | 1.1395 | 1.5857 | 0.8123 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 37.6623 | 39.4737 | 35.8974 | 37.6623 | 39.4737 | 35.8974 |
Ratio Avg Win / Avg Loss | 5.0194 | 8.4007 | 1.8258 | 1.8861 | 2.4314 | 1.4506 |
Largest Winning Trade | 633718 | 633718 | 74486 | 2199589 | 2199589 | 923616 |
Largest Losing Trade | -33129 | -24626 | -33129 | -703266 | -703266 | -677783 |
Avg Bars in Trades | 138 | 131 | 146 | 138 | 131 | 146 |
Avg Bars in Winners | 243 | 208 | 280 | 243 | 208 | 280 |
Avg Bars in Losers | 75 | 81 | 70 | 75 | 81 | 70 |
Bars Traded | 10688 | 4987 | 5701 | 10688 | 4987 | 5701 |
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 | -38225 | 395840 | -553645 | -131071 | 157783 | -584575 |
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{ "first_band": { "type": "sma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 38, "offset": 0, "std": 4.95922 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 165, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 38, "offset": 0, "std": 4.95922 } } }
# | 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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