Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1149447.5852 | 1185700.2234 | -36252.6382 | 168110.963 | 773995.085 | -605884.122 |
Total P&L (%) | 1149.4476 | 1185.7002 | -36.2526 | 168.111 | 773.9951 | -605.8841 |
Avg Daily Profit (%) | 0.6335 | 0.6535 | -0.02 | 0.0544 | 0.1195 | 0 |
Buy And Hold Return (%) | 529.4453 | 529.4453 | 529.4453 | 529.4453 | 529.4453 | 529.4453 |
Max Trade Drawdown | -163474 | -158000 | -61742 | -1898611 | -1683540 | -643986 |
Profit Factor | 2.5176 | 3.4151 | 0.8639 | 1.033 | 1.2276 | 0.6424 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 52 | 23 | 29 | 52 | 23 | 29 |
Losing Trades | 75 | 40 | 35 | 75 | 40 | 35 |
Profitability (%) | 40.9449 | 36.5079 | 45.3125 | 40.9449 | 36.5079 | 45.3125 |
Ratio Avg Win / Avg Loss | 3.6312 | 5.9393 | 1.0427 | 1.4899 | 2.135 | 0.7753 |
Largest Winning Trade | 762045 | 762045 | 33254 | 1183779 | 1183779 | 154388 |
Largest Losing Trade | -46405 | -46405 | -26117 | -545856 | -545856 | -282419 |
Avg Bars in Trades | 26 | 42 | 11 | 26 | 42 | 11 |
Avg Bars in Winners | 39 | 72 | 13 | 39 | 72 | 13 |
Avg Bars in Losers | 18 | 24 | 10 | 18 | 24 | 10 |
Bars Traded | 3399 | 2651 | 748 | 3399 | 2651 | 748 |
Profit Streak | 85.0594 | 0 | 172.0594 | 85.0594 | 0 | 172.0594 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303999 | -139052 | -719146 | -472673 | -206520 | -720812 |
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{ "first_band": { "type": "bbm", "factors": { "length": 168, "offset": 0, "std": 4.28189 } }, "second_band": { "type": "bbu", "factors": { "length": 211, "offset": 0, "std": 3.25855 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 168, "offset": 0, "std": 4.28189 } }, "second_band": { "type": "bbu", "factors": { "length": 211, "offset": 0, "std": 3.25855 } } }
# | 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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