Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1572509.5439 | 1443799.4234 | 128710.1205 | 12306752.1154 | 9012031.201 | 3294720.9145 |
Total P&L (%) | 1572.5095 | 1443.7994 | 128.7101 | 12306.7521 | 9012.0312 | 3294.7209 |
Avg Daily Profit (%) | 0.8639 | 0.7932 | 0.0707 | 0.2652 | 0.2482 | 0.1938 |
Buy And Hold Return (%) | 637.0721 | 637.0721 | 637.0721 | 637.0721 | 637.0721 | 637.0721 |
Max Trade Drawdown | -101117 | -90409 | -52167 | -21648746 | -10215264 | -12218471 |
Profit Factor | 5.3457 | 8.3376 | 1.7796 | 1.2354 | 1.3336 | 1.1304 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 40 | 15 | 25 | 40 | 15 | 25 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 37.3832 | 28.3019 | 46.2963 | 37.3832 | 28.3019 | 46.2963 |
Ratio Avg Win / Avg Loss | 8.954 | 21.1219 | 2.0644 | 2.0693 | 3.3785 | 1.3113 |
Largest Winning Trade | 816269 | 816269 | 67047 | 15747053 | 15747053 | 9785039 |
Largest Losing Trade | -30858 | -30858 | -23353 | -5193333 | -4757060 | -5193333 |
Avg Bars in Trades | 64 | 58 | 69 | 64 | 58 | 69 |
Avg Bars in Winners | 126 | 149 | 113 | 126 | 149 | 113 |
Avg Bars in Losers | 26 | 23 | 31 | 26 | 23 | 31 |
Bars Traded | 6863 | 3110 | 3754 | 6863 | 3110 | 3754 |
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 | 463724 | -179072 | -442424 | 171834 | -185745 | -251808 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 242 } }, "second_band": { "type": "bbm", "factors": { "length": 7, "offset": 0, "std": 1.24549 } } }
# | 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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