Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 836143.4895 | 928423.8009 | -92280.3114 | 61907.1761 | 321875.3776 | -259968.2015 |
Total P&L (%) | 836.1435 | 928.4238 | -92.2803 | 61.9072 | 321.8754 | -259.9682 |
Avg Daily Profit (%) | 0.4616 | 0.5125 | -0.0509 | 0.0266 | 0.0795 | 0 |
Buy And Hold Return (%) | 493.5391 | 493.5391 | 493.5391 | 493.5391 | 493.5391 | 493.5391 |
Max Trade Drawdown | -187184 | -95056 | -170862 | -260880 | -115115 | -286163 |
Profit Factor | 2.3014 | 4.1327 | 0.7334 | 1.0728 | 1.8706 | 0.4589 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 22 | 13 | 9 | 22 | 13 | 9 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 37.2881 | 44.8276 | 30 | 37.2881 | 44.8276 | 30 |
Ratio Avg Win / Avg Loss | 3.8706 | 5.0864 | 1.7112 | 1.8043 | 2.3023 | 1.0707 |
Largest Winning Trade | 538735 | 538735 | 77606 | 244329 | 244329 | 50043 |
Largest Losing Trade | -42183 | -39647 | -42183 | -122198 | -42448 | -122198 |
Avg Bars in Trades | 118 | 110 | 125 | 118 | 110 | 125 |
Avg Bars in Winners | 213 | 185 | 254 | 213 | 185 | 254 |
Avg Bars in Losers | 61 | 50 | 70 | 61 | 50 | 70 |
Bars Traded | 6983 | 3215 | 3768 | 6983 | 3215 | 3768 |
Profit Streak | 0 | 156.5659 | 0 | 0 | 156.5659 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -178993 | 327040 | -585825 | -647147 | -250138 | -586936 |
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{ "first_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 4.87682 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 4.87682 } } }
# | 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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