Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 564506.495 | 326388.8105 | 238117.6845 | 3511068.906 | 2922216.9367 | 588851.9693 |
Total P&L (%) | 564.5065 | 326.3888 | 238.1177 | 3511.0689 | 2922.2169 | 588.852 |
Avg Daily Profit (%) | 0.3356 | 0.194 | 0.1416 | 0.2134 | 0.2028 | 0.1148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -62824 | -97311 | -69369 | -2134457 | -910366 | -1730686 |
Profit Factor | 1.5808 | 1.7057 | 1.4674 | 1.4657 | 1.8529 | 1.1432 |
Total Trades | 383 | 192 | 191 | 383 | 192 | 191 |
Winning Trades | 139 | 65 | 74 | 139 | 65 | 74 |
Losing Trades | 244 | 127 | 117 | 244 | 127 | 117 |
Profitability (%) | 36.2924 | 33.8542 | 38.7435 | 36.2924 | 33.8542 | 38.7435 |
Ratio Avg Win / Avg Loss | 2.7749 | 3.3326 | 2.32 | 2.5729 | 3.6203 | 1.8074 |
Largest Winning Trade | 62768 | 62768 | 51431 | 1323731 | 1323731 | 974588 |
Largest Losing Trade | -17335 | -13838 | -17335 | -483001 | -453337 | -483001 |
Avg Bars in Trades | 52 | 49 | 54 | 52 | 49 | 54 |
Avg Bars in Winners | 99 | 94 | 102 | 99 | 94 | 102 |
Avg Bars in Losers | 25 | 26 | 24 | 25 | 26 | 24 |
Bars Traded | 20015 | 9531 | 10484 | 20015 | 9531 | 10484 |
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 | 316036 | 179031 | -5782 | 253141 | 206971 | -105206 |
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{ "first_band": { "type": "bbm", "factors": { "length": 69, "offset": 0, "std": 1.51409 } }, "second_band": { "type": "bbm", "factors": { "length": 10, "offset": 0, "std": 2.6602 } } }
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# | 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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