Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1146745.3704 | 1220579.6814 | -73834.311 | 77099.1252 | 655830.2731 | -578731.1479 |
Total P&L (%) | 1146.7454 | 1220.5797 | -73.8343 | 77.0991 | 655.8303 | -578.7311 |
Avg Daily Profit (%) | 0.6273 | 0.6677 | -0.0404 | 0.0313 | 0.1107 | 0 |
Buy And Hold Return (%) | 727.3002 | 727.3002 | 727.3002 | 727.3002 | 727.3002 | 727.3002 |
Max Trade Drawdown | -153578 | -96087 | -81387 | -804344 | -581770 | -566531 |
Profit Factor | 2.802 | 4.6962 | 0.7588 | 1.0289 | 1.4813 | 0.5577 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.3274 | 5.5767 | 0.9011 | 1.2218 | 1.759 | 0.6622 |
Largest Winning Trade | 797200 | 797200 | 71142 | 797200 | 797200 | 266669 |
Largest Losing Trade | -55438 | -55438 | -52223 | -447148 | -447148 | -377410 |
Avg Bars in Trades | 47 | 58 | 36 | 47 | 58 | 36 |
Avg Bars in Winners | 59 | 76 | 43 | 59 | 76 | 43 |
Avg Bars in Losers | 37 | 43 | 31 | 37 | 43 | 31 |
Bars Traded | 3343 | 2050 | 1293 | 3343 | 2050 | 1293 |
Profit Streak | 0 | 85.0274 | 0 | 0 | 85.0274 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -93117 | 340388 | -582454 | -606109 | -209370 | -582454 |
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{ "first_band": { "type": "bbm", "factors": { "length": 126, "offset": 0, "std": 2.98108 } }, "second_band": { "type": "midpoint", "factors": { "length": 96, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 126, "offset": 0, "std": 2.98108 } }, "second_band": { "type": "midpoint", "factors": { "length": 96, "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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