Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 404686.2916 | 573696.8062 | -169010.5146 | 2936824.0373 | 198571.8815 | 2738252.1558 |
Total P&L (%) | 404.6863 | 573.6968 | -169.0105 | 2936.824 | 198.5719 | 2738.2522 |
Avg Daily Profit (%) | 0.2221 | 0.3149 | -0.0928 | 0.1875 | 0.0601 | 0.1838 |
Buy And Hold Return (%) | 960.8341 | 960.8341 | 960.8341 | 960.8341 | 960.8341 | 960.8341 |
Max Trade Drawdown | -199637 | -78144 | -230113 | -3288418 | -1778544 | -2386700 |
Profit Factor | 1.6142 | 3.4977 | 0.6062 | 1.3408 | 1.0401 | 1.7481 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 33 | 15 | 18 | 33 | 16 | 17 |
Losing Trades | 30 | 17 | 13 | 30 | 16 | 14 |
Profitability (%) | 52.381 | 46.875 | 58.0645 | 52.381 | 50 | 54.8387 |
Ratio Avg Win / Avg Loss | 1.4674 | 3.964 | 0.4378 | 1.2189 | 1.0401 | 1.4396 |
Largest Winning Trade | 316209 | 316209 | 48287 | 3752268 | 822673 | 3752268 |
Largest Losing Trade | -192480 | -30146 | -192480 | -1275351 | -1275351 | -593451 |
Avg Bars in Trades | 54 | 59 | 49 | 54 | 59 | 49 |
Avg Bars in Winners | 45 | 52 | 40 | 47 | 38 | 55 |
Avg Bars in Losers | 63 | 64 | 62 | 61 | 79 | 41 |
Bars Traded | 3421 | 1888 | 1533 | 3421 | 1888 | 1533 |
Profit Streak | 0 | 0 | 118.4565 | 0 | 0 | 118.4565 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -306714 | -151315 | -578420 | -145487 | -455010 | 316695 |
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{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 3.7253 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 156 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 240, "offset": 0, "std": 3.7253 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 156 } } }
# | 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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