Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140197.4968 | 82240.4044 | 57957.0924 | 81480.4942 | 84688.2712 | -3207.777 |
Total P&L (%) | 140.1975 | 82.2404 | 57.9571 | 81.4805 | 84.6883 | -3.2078 |
Avg Daily Profit (%) | 0.2692 | 0.1579 | 0.1113 | 0.1145 | 0.1179 | -0.0063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95079 | -23399 | -83563 | -97220 | -25822 | -95610 |
Profit Factor | 1.5825 | 2.3325 | 1.3238 | 1.2754 | 2.3635 | 0.9863 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 64.7059 | 65.1163 | 64.2857 | 64.7059 | 65.1163 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.8632 | 1.2495 | 0.7355 | 0.6957 | 1.2662 | 0.5479 |
Largest Winning Trade | 30831 | 22952 | 30831 | 29875 | 21014 | 29875 |
Largest Losing Trade | -64713 | -14955 | -64713 | -95610 | -18072 | -95610 |
Avg Bars in Trades | 272 | 127 | 419 | 272 | 127 | 419 |
Avg Bars in Winners | 170 | 116 | 227 | 170 | 116 | 227 |
Avg Bars in Losers | 458 | 149 | 767 | 458 | 149 | 767 |
Bars Traded | 23137 | 5503 | 17635 | 23137 | 5503 | 17635 |
Profit Streak | 33.35 | 57.3292 | 0 | 33.35 | 57.3292 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386617 | 468488 | -45349 | -39497 | -29844 | -579451 |
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{ "first_band": { "type": "bbm", "factors": { "length": 206, "offset": 0, "std": 4.09719 } }, "second_band": { "type": "dcl", "factors": { "length": 164, "offset": 196 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 206, "offset": 0, "std": 4.09719 } }, "second_band": { "type": "dcl", "factors": { "length": 164, "offset": 196 } } }
# | 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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