Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1240604.9371 | 1218318.7624 | 22286.1747 | 1532104.471 | 2907460.5917 | -1375356.1207 |
Total P&L (%) | 1240.6049 | 1218.3188 | 22.2862 | 1532.1045 | 2907.4606 | -1375.3561 |
Avg Daily Profit (%) | 0.68 | 0.6678 | 0.0122 | 0.1532 | 0.1867 | 0 |
Buy And Hold Return (%) | 716.5381 | 716.5381 | 716.5381 | 716.5381 | 716.5381 | 716.5381 |
Max Trade Drawdown | -119913 | -72818 | -95452 | -3337785 | -1991389 | -3228220 |
Profit Factor | 2.7234 | 4.398 | 1.0617 | 1.1131 | 1.4403 | 0.8021 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 46.3636 | 43.6364 | 49.0909 | 46.3636 | 43.6364 | 49.0909 |
Ratio Avg Win / Avg Loss | 3.1506 | 5.6807 | 1.101 | 1.2876 | 1.8604 | 0.8318 |
Largest Winning Trade | 691800 | 691800 | 63301 | 3009320 | 3009320 | 1058543 |
Largest Losing Trade | -33953 | -33953 | -33778 | -1280871 | -1023105 | -1280871 |
Avg Bars in Trades | 47 | 53 | 42 | 47 | 53 | 42 |
Avg Bars in Winners | 62 | 75 | 51 | 62 | 75 | 51 |
Avg Bars in Losers | 35 | 36 | 34 | 35 | 36 | 34 |
Bars Traded | 5279 | 2944 | 2335 | 5279 | 2944 | 2335 |
Profit Streak | 68.0557 | 94.389 | 68.0557 | 68.0557 | 94.389 | 68.0557 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306183 | -171068 | -674825 | -94653 | -173765 | -760628 |
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{ "first_band": { "type": "bbm", "factors": { "length": 105, "offset": 0, "std": 2.95271 } }, "second_band": { "type": "midprice", "factors": { "length": 76, "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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