Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191857.093 | 1190137.8493 | 1719.2437 | 545341.7765 | 934443.1859 | -389101.4094 |
Total P&L (%) | 1191.8571 | 1190.1378 | 1.7192 | 545.3418 | 934.4432 | -389.1014 |
Avg Daily Profit (%) | 0.6541 | 0.6532 | 0.0009 | 0.1024 | 0.1283 | 0 |
Buy And Hold Return (%) | 666.6603 | 666.6603 | 666.6603 | 666.6603 | 666.6603 | 666.6603 |
Max Trade Drawdown | -152153 | -101136 | -90242 | -1733534 | -1016146 | -717387 |
Profit Factor | 2.2829 | 3.452 | 1.0039 | 1.0811 | 1.268 | 0.8798 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 88 | 42 | 46 | 88 | 42 | 46 |
Losing Trades | 98 | 51 | 47 | 98 | 51 | 47 |
Profitability (%) | 47.3118 | 45.1613 | 49.4624 | 47.3118 | 45.1613 | 49.4624 |
Ratio Avg Win / Avg Loss | 2.5423 | 4.1917 | 1.0257 | 1.204 | 1.5397 | 0.8989 |
Largest Winning Trade | 793179 | 793179 | 62790 | 921400 | 921400 | 342359 |
Largest Losing Trade | -47853 | -41848 | -47853 | -586118 | -586118 | -417016 |
Avg Bars in Trades | 28 | 31 | 25 | 28 | 31 | 25 |
Avg Bars in Winners | 36 | 42 | 32 | 36 | 42 | 32 |
Avg Bars in Losers | 20 | 22 | 19 | 20 | 22 | 19 |
Bars Traded | 5280 | 2902 | 2378 | 5280 | 2902 | 2378 |
Profit Streak | 70.2966 | 110.2966 | 70.2966 | 70.2966 | 110.2966 | 70.2966 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328911 | 322676 | -573269 | -351777 | -62340 | -580456 |
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{ "first_band": { "type": "bbm", "factors": { "length": 249, "offset": 0, "std": 3.98487 } }, "second_band": { "type": "midpoint", "factors": { "length": 51, "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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