Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 993385.2202 | 935508.9192 | 57876.301 | 571907.3019 | 493123.6477 | 78783.6542 |
Total P&L (%) | 993.3852 | 935.5089 | 57.8763 | 571.9073 | 493.1236 | 78.7837 |
Avg Daily Profit (%) | 0.5466 | 0.5147 | 0.0318 | 0.1049 | 0.098 | 0.032 |
Buy And Hold Return (%) | 593.5306 | 593.5306 | 593.5306 | 593.5306 | 593.5306 | 593.5306 |
Max Trade Drawdown | -111925 | -56966 | -102628 | -153582 | -107581 | -161632 |
Profit Factor | 3.0326 | 6.0427 | 1.1909 | 1.724 | 2.4314 | 1.1769 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 50 | 47.2222 | 52.7778 | 50 | 47.2222 | 52.7778 |
Ratio Avg Win / Avg Loss | 3.0326 | 6.7536 | 1.0655 | 1.724 | 2.7175 | 1.053 |
Largest Winning Trade | 376929 | 376929 | 74397 | 247795 | 247795 | 144044 |
Largest Losing Trade | -93119 | -26602 | -93119 | -93729 | -86353 | -93729 |
Avg Bars in Trades | 97 | 95 | 99 | 97 | 95 | 99 |
Avg Bars in Winners | 124 | 129 | 119 | 124 | 129 | 119 |
Avg Bars in Losers | 71 | 66 | 77 | 71 | 66 | 77 |
Bars Traded | 7043 | 3455 | 3588 | 7043 | 3455 | 3588 |
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 | -76049 | 304531 | -326333 | -298854 | -224369 | -341552 |
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{ "first_band": { "type": "bbm", "factors": { "length": 142, "offset": 0, "std": 1.13183 } }, "second_band": { "type": "sma", "factors": { "length": 122, "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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