Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136907.9323 | 974668.8836 | 162239.0487 | 17232976.8873 | 11511672.296 | 5721304.5913 |
Total P&L (%) | 1136.9079 | 974.6689 | 162.239 | 17232.9769 | 11511.6723 | 5721.3046 |
Avg Daily Profit (%) | 0.6266 | 0.5372 | 0.0894 | 0.2845 | 0.2624 | 0.2243 |
Buy And Hold Return (%) | 544.2976 | 544.2976 | 544.2976 | 544.2976 | 544.2976 | 544.2976 |
Max Trade Drawdown | -130936 | -66635 | -105653 | -5064635 | -9335773 | -4243818 |
Profit Factor | 2.1311 | 2.9033 | 1.3291 | 1.3786 | 1.4734 | 1.2698 |
Total Trades | 262 | 131 | 131 | 262 | 131 | 131 |
Winning Trades | 107 | 49 | 58 | 107 | 49 | 58 |
Losing Trades | 155 | 82 | 73 | 155 | 82 | 73 |
Profitability (%) | 40.8397 | 37.4046 | 44.2748 | 40.8397 | 37.4046 | 44.2748 |
Ratio Avg Win / Avg Loss | 3.0871 | 4.8586 | 1.6728 | 1.997 | 2.4657 | 1.5982 |
Largest Winning Trade | 282820 | 282820 | 44877 | 8503625 | 8503625 | 3726178 |
Largest Losing Trade | -34341 | -23704 | -34341 | -2760402 | -2760402 | -1675939 |
Avg Bars in Trades | 20 | 20 | 20 | 20 | 20 | 20 |
Avg Bars in Winners | 34 | 38 | 31 | 34 | 38 | 31 |
Avg Bars in Losers | 10 | 9 | 11 | 10 | 9 | 11 |
Bars Traded | 5367 | 2652 | 2715 | 5367 | 2652 | 2715 |
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 | 270947 | 120670 | -240138 | 306779 | 215954 | 255609 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 11, "offset": 0, "std": 4.37736 } } }
# | 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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