Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2107208.462 | 2112232.7813 | -5024.3193 | 288638.3254 | 687604.545 | -398966.2196 |
Total P&L (%) | 2107.2085 | 2112.2328 | -5.0243 | 288.6383 | 687.6045 | -398.9662 |
Avg Daily Profit (%) | 1.1728 | 1.1756 | -0.0028 | 0.0756 | 0.1149 | 0 |
Buy And Hold Return (%) | 357.7378 | 357.7378 | 357.7378 | 357.7378 | 357.7378 | 357.7378 |
Max Trade Drawdown | -120828 | -96043 | -134103 | -1249967 | -910822 | -1114578 |
Profit Factor | 3.6129 | 6.9236 | 0.9888 | 1.0515 | 1.2863 | 0.8755 |
Total Trades | 152 | 76 | 76 | 152 | 76 | 76 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 36.1842 | 32.8947 | 39.4737 | 36.1842 | 32.8947 | 39.4737 |
Ratio Avg Win / Avg Loss | 6.3719 | 14.1241 | 1.5162 | 1.8544 | 2.624 | 1.3424 |
Largest Winning Trade | 1185258 | 1185258 | 72382 | 1214261 | 1214261 | 378036 |
Largest Losing Trade | -67666 | -25711 | -67666 | -830231 | -192757 | -830231 |
Avg Bars in Trades | 34 | 30 | 38 | 34 | 30 | 38 |
Avg Bars in Winners | 66 | 60 | 72 | 66 | 60 | 72 |
Avg Bars in Losers | 16 | 15 | 16 | 16 | 15 | 16 |
Bars Traded | 5234 | 2288 | 2946 | 5234 | 2288 | 2946 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538249 | -34820 | -631551 | -425161 | -101549 | -632663 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 89 } }, "second_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 2.42146 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 89 } }, "second_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 2.42146 } } }
# | 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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