Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1571781.8208 | 1500948.0553 | 70833.7656 | 6494089.3097 | 4997211.1371 | 1496878.1726 |
Total P&L (%) | 1571.7818 | 1500.9481 | 70.8338 | 6494.0893 | 4997.2111 | 1496.8782 |
Avg Daily Profit (%) | 0.7064 | 0.6745 | 0.0318 | 0.1884 | 0.1768 | 0.1246 |
Buy And Hold Return (%) | 500.4977 | 500.4977 | 500.4977 | 500.4977 | 500.4977 | 500.4977 |
Max Trade Drawdown | -137221 | -90737 | -147444 | -16349249 | -14497810 | -7155463 |
Profit Factor | 2.3313 | 3.6726 | 1.1144 | 1.0804 | 1.1221 | 1.0376 |
Total Trades | 335 | 168 | 167 | 335 | 168 | 167 |
Winning Trades | 102 | 48 | 54 | 102 | 48 | 54 |
Losing Trades | 233 | 120 | 113 | 233 | 120 | 113 |
Profitability (%) | 30.4478 | 28.5714 | 32.3353 | 30.4478 | 28.5714 | 32.3353 |
Ratio Avg Win / Avg Loss | 5.3254 | 9.1814 | 2.332 | 2.468 | 2.8053 | 2.1712 |
Largest Winning Trade | 1019605 | 1019605 | 56605 | 10595738 | 10595738 | 3128979 |
Largest Losing Trade | -26598 | -20311 | -26598 | -2491393 | -2491393 | -2463433 |
Avg Bars in Trades | 39 | 37 | 40 | 39 | 37 | 40 |
Avg Bars in Winners | 86 | 86 | 86 | 86 | 86 | 86 |
Avg Bars in Losers | 18 | 18 | 18 | 18 | 18 | 18 |
Bars Traded | 13170 | 6343 | 6827 | 13170 | 6343 | 6827 |
Profit Streak | 8.3219 | 17.4886 | 0 | 8.3219 | 17.4886 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311014 | 94360 | -416240 | -128222 | -90405 | -214049 |
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{ "first_band": { "type": "bbm", "factors": { "length": 195, "offset": 0, "std": 3.41856 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 195, "offset": 0, "std": 3.41856 } }, "second_band": { "type": "midpoint", "factors": { "length": 7, "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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