Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1273268.3626 | 1292971.2272 | -19702.8647 | 441963.7039 | 1438013.3107 | -996049.6069 |
Total P&L (%) | 1273.2684 | 1292.9712 | -19.7029 | 441.9637 | 1438.0133 | -996.0496 |
Avg Daily Profit (%) | 0.6992 | 0.71 | -0.0108 | 0.0929 | 0.1502 | 0 |
Buy And Hold Return (%) | 615.5976 | 615.5976 | 615.5976 | 615.5976 | 615.5976 | 615.5976 |
Max Trade Drawdown | -144437 | -84619 | -154038 | -1116283 | -456896 | -1249865 |
Profit Factor | 2.6323 | 4.5938 | 0.9531 | 1.1187 | 1.9304 | 0.5426 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Losing Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Profitability (%) | 40.566 | 39.6226 | 41.5094 | 40.566 | 39.6226 | 41.5094 |
Ratio Avg Win / Avg Loss | 3.8566 | 7.0001 | 1.343 | 1.639 | 2.9415 | 0.7646 |
Largest Winning Trade | 915384 | 915384 | 77494 | 1095974 | 1095974 | 217911 |
Largest Losing Trade | -63787 | -29655 | -63787 | -607108 | -204681 | -607108 |
Avg Bars in Trades | 33 | 33 | 33 | 33 | 33 | 33 |
Avg Bars in Winners | 48 | 46 | 50 | 48 | 46 | 50 |
Avg Bars in Losers | 22 | 24 | 20 | 22 | 24 | 20 |
Bars Traded | 3520 | 1769 | 1751 | 3520 | 1769 | 1751 |
Profit Streak | 73.688 | 88.188 | 73.688 | 73.688 | 88.188 | 73.688 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 304951 | -169858 | -761910 | -326047 | -176903 | -763577 |
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{ "first_band": { "type": "bbm", "factors": { "length": 216, "offset": 0, "std": 2.70427 } }, "second_band": { "type": "midprice", "factors": { "length": 23, "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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