Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1551869.0257 | 1452357.804 | 99511.2217 | 5634904.3468 | 4911447.0619 | 723457.2849 |
Total P&L (%) | 1551.869 | 1452.3578 | 99.5112 | 5634.9043 | 4911.4471 | 723.4573 |
Avg Daily Profit (%) | 0.8533 | 0.7986 | 0.0547 | 0.2229 | 0.2155 | 0.116 |
Buy And Hold Return (%) | 636.2891 | 636.2891 | 636.2891 | 636.2891 | 636.2891 | 636.2891 |
Max Trade Drawdown | -74757 | -69895 | -52324 | -7445615 | -6317671 | -3558285 |
Profit Factor | 2.8577 | 4.2786 | 1.2536 | 1.1507 | 1.2357 | 1.0437 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 89 | 37 | 52 | 89 | 37 | 52 |
Losing Trades | 106 | 60 | 46 | 106 | 60 | 46 |
Profitability (%) | 45.641 | 38.1443 | 53.0612 | 45.641 | 38.1443 | 53.0612 |
Ratio Avg Win / Avg Loss | 3.4036 | 6.9382 | 1.109 | 1.3705 | 2.0038 | 0.9233 |
Largest Winning Trade | 831372 | 831372 | 56841 | 6814268 | 6814268 | 1512880 |
Largest Losing Trade | -27797 | -27797 | -19792 | -1693016 | -1693016 | -1139157 |
Avg Bars in Trades | 26 | 35 | 18 | 26 | 35 | 18 |
Avg Bars in Winners | 36 | 54 | 23 | 36 | 54 | 23 |
Avg Bars in Losers | 18 | 23 | 11 | 18 | 23 | 11 |
Bars Traded | 5224 | 3427 | 1797 | 5224 | 3427 | 1797 |
Profit Streak | 0 | 81.1534 | 0 | 0 | 81.1534 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 515111 | 398392 | -285447 | -46947 | 166451 | -334634 |
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{ "first_band": { "type": "bbm", "factors": { "length": 59, "offset": 0, "std": 2.48413 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 2.37863 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 59, "offset": 0, "std": 2.48413 } }, "second_band": { "type": "bbu", "factors": { "length": 9, "offset": 0, "std": 2.37863 } } }
# | 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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