Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579203.0377 | 572271.0296 | 6932.0081 | -1037165.8739 | -151362.5786 | -885803.2954 |
Total P&L (%) | 579.203 | 572.271 | 6.932 | -1037.1659 | -151.3626 | -885.8033 |
Avg Daily Profit (%) | 0.2439 | 0.241 | 0.0029 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -164584 | -58018 | -284658 | -1942657 | -482043 | -2003568 |
Profit Factor | 1.3084 | 1.9134 | 1.0055 | 0.8783 | 0.9522 | 0.8344 |
Total Trades | 384 | 192 | 192 | 384 | 192 | 192 |
Winning Trades | 232 | 120 | 112 | 158 | 78 | 80 |
Losing Trades | 152 | 72 | 80 | 226 | 114 | 112 |
Profitability (%) | 60.4167 | 62.5 | 58.3333 | 41.1458 | 40.625 | 41.6667 |
Ratio Avg Win / Avg Loss | 0.8572 | 1.148 | 0.7182 | 1.2562 | 1.3917 | 1.1682 |
Largest Winning Trade | 212639 | 212639 | 48171 | 398976 | 320698 | 398976 |
Largest Losing Trade | -154898 | -40538 | -154898 | -591533 | -255176 | -591533 |
Avg Bars in Trades | 36 | 22 | 50 | 36 | 22 | 50 |
Avg Bars in Winners | 29 | 16 | 43 | 41 | 28 | 55 |
Avg Bars in Losers | 47 | 33 | 59 | 32 | 18 | 47 |
Bars Traded | 14049 | 4350 | 9699 | 14049 | 4350 | 9699 |
Profit Streak | 0 | 0 | 0 | 32.8773 | 34.044 | 32.8773 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368610 | 477281 | -569263 | -579551 | -581488 | -581361 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 121, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 2.24696 } } }
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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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