Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 127695.4426 | 71454.6505 | 56240.7921 | 131764.6305 | 59893.7557 | 71870.8748 |
Total P&L (%) | 127.6954 | 71.4547 | 56.2408 | 131.7646 | 59.8938 | 71.8709 |
Avg Daily Profit (%) | 0.2452 | 0.1372 | 0.108 | 0.1615 | 0.0902 | 0.104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52154 | -34121 | -38921 | -127665 | -90842 | -90436 |
Profit Factor | 1.4223 | 1.44 | 1.4017 | 1.2063 | 1.1782 | 1.2375 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 52.1739 | 51.7241 | 52.6316 | 52.1739 | 51.7241 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.3037 | 1.344 | 1.2616 | 1.1058 | 1.0997 | 1.1138 |
Largest Winning Trade | 18433 | 18433 | 18318 | 40716 | 26865 | 40716 |
Largest Losing Trade | -32562 | -26329 | -32562 | -67199 | -47818 | -67199 |
Avg Bars in Trades | 212 | 229 | 194 | 212 | 229 | 194 |
Avg Bars in Winners | 173 | 175 | 170 | 173 | 175 | 170 |
Avg Bars in Losers | 255 | 287 | 221 | 255 | 287 | 221 |
Bars Traded | 24429 | 13333 | 11096 | 24429 | 13333 | 11096 |
Profit Streak | 9.055 | 18.9092 | 0 | 9.055 | 18.9092 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 342882 | -187869 | -229323 | 269638 | -276671 | -234671 |
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{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 2.72985 } }, "second_band": { "type": "rma", "factors": { "length": 116, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 149, "offset": 0, "std": 2.72985 } }, "second_band": { "type": "rma", "factors": { "length": 116, "offset": 0 } } }
# | 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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