Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 964972.3696 | 980656.9591 | -15684.5894 | 483656.6396 | 895344.1355 | -411687.4959 |
Total P&L (%) | 964.9724 | 980.657 | -15.6846 | 483.6566 | 895.3441 | -411.6875 |
Avg Daily Profit (%) | 0.5321 | 0.5408 | -0.0086 | 0.0973 | 0.1268 | 0 |
Buy And Hold Return (%) | 510.1758 | 510.1758 | 510.1758 | 510.1758 | 510.1758 | 510.1758 |
Max Trade Drawdown | -93438 | -98167 | -84094 | -577219 | -483055 | -594465 |
Profit Factor | 2.7436 | 4.881 | 0.9479 | 1.1839 | 1.699 | 0.6949 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 46.7742 | 45.1613 | 48.3871 | 46.7742 | 45.1613 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.122 | 5.927 | 1.011 | 1.3472 | 2.0631 | 0.7412 |
Largest Winning Trade | 487567 | 487567 | 73517 | 715079 | 715079 | 250206 |
Largest Losing Trade | -65041 | -56077 | -65041 | -349747 | -295512 | -349747 |
Avg Bars in Trades | 113 | 110 | 116 | 113 | 110 | 116 |
Avg Bars in Winners | 141 | 136 | 146 | 141 | 136 | 146 |
Avg Bars in Losers | 88 | 89 | 88 | 88 | 89 | 88 |
Bars Traded | 7045 | 3429 | 3616 | 7045 | 3429 | 3616 |
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 | -151255 | 335831 | -579778 | -406822 | -30558 | -581445 |
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{ "first_band": { "type": "bbm", "factors": { "length": 142, "offset": 0, "std": 1.04158 } }, "second_band": { "type": "sma", "factors": { "length": 110, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 142, "offset": 0, "std": 1.04158 } }, "second_band": { "type": "sma", "factors": { "length": 110, "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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