Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 411226.2101 | 383158.1256 | 28068.0845 | 179101.5957 | 62525.0304 | 116576.5653 |
Total P&L (%) | 411.2262 | 383.1581 | 28.0681 | 179.1016 | 62.525 | 116.5766 |
Avg Daily Profit (%) | 0.3948 | 0.3678 | 0.0269 | 0.0986 | 0.0466 | 0.0742 |
Buy And Hold Return (%) | 27.9626 | 27.9626 | 27.9626 | 27.9626 | 27.9626 | 27.9626 |
Max Trade Drawdown | -82573 | -84725 | -31679 | -471827 | -431327 | -126871 |
Profit Factor | 1.8242 | 1.9817 | 1.2583 | 1.1018 | 1.0444 | 1.3333 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 73 | 32 | 41 | 73 | 32 | 41 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 42.1965 | 37.2093 | 47.1264 | 42.1965 | 37.2093 | 47.1264 |
Ratio Avg Win / Avg Loss | 2.4988 | 3.3441 | 1.4118 | 1.5093 | 1.7624 | 1.4959 |
Largest Winning Trade | 348773 | 348773 | 10941 | 324671 | 324671 | 56632 |
Largest Losing Trade | -22509 | -22509 | -11794 | -147305 | -147305 | -57310 |
Avg Bars in Trades | 142 | 263 | 22 | 142 | 263 | 22 |
Avg Bars in Winners | 195 | 412 | 25 | 195 | 412 | 25 |
Avg Bars in Losers | 103 | 174 | 20 | 103 | 174 | 20 |
Bars Traded | 24598 | 22621 | 1977 | 24598 | 22621 | 1977 |
Profit Streak | 0 | 35.4383 | 0 | 0 | 35.4383 | 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 | 382254 | 306489 | -322815 | -171301 | -310861 | -96800 |
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{ "first_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 4.58925 } }, "second_band": { "type": "bbu", "factors": { "length": 72, "offset": 0, "std": 1.20514 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 4.58925 } }, "second_band": { "type": "bbu", "factors": { "length": 72, "offset": 0, "std": 1.20514 } } }
# | 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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