Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1669741.4692 | 1497339.431 | 172402.0383 | 23066039.5167 | 16678076.2823 | 6387963.2344 |
Total P&L (%) | 1669.7415 | 1497.3394 | 172.402 | 23066.0395 | 16678.0763 | 6387.9632 |
Avg Daily Profit (%) | 0.9206 | 0.8255 | 0.0951 | 0.3007 | 0.2828 | 0.2303 |
Buy And Hold Return (%) | 576.6643 | 576.6643 | 576.6643 | 576.6643 | 576.6643 | 576.6643 |
Max Trade Drawdown | -92606 | -77186 | -45878 | -47506328 | -37616383 | -22789223 |
Profit Factor | 3.311 | 4.6343 | 1.5552 | 1.1328 | 1.1706 | 1.0841 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 152 | 80 | 72 | 152 | 80 | 72 |
Profitability (%) | 32.1429 | 28.5714 | 35.7143 | 32.1429 | 28.5714 | 35.7143 |
Ratio Avg Win / Avg Loss | 6.9898 | 11.5858 | 2.7993 | 2.3915 | 2.9266 | 1.9514 |
Largest Winning Trade | 932547 | 932547 | 54732 | 35274092 | 35274092 | 16862357 |
Largest Losing Trade | -19796 | -19161 | -19796 | -9766149 | -8177626 | -9766149 |
Avg Bars in Trades | 31 | 35 | 28 | 31 | 35 | 28 |
Avg Bars in Winners | 70 | 83 | 60 | 70 | 83 | 60 |
Avg Bars in Losers | 13 | 15 | 11 | 13 | 15 | 11 |
Bars Traded | 7156 | 3942 | 3214 | 7156 | 3942 | 3214 |
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 | 382489 | 104934 | -234626 | -70195 | -37297 | -124115 |
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{ "first_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 3.66256 } }, "second_band": { "type": "dcu", "factors": { "length": 3, "offset": 0 } } }
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# | 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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