Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 160692.755 | 91248.9072 | 69443.8478 | 267718.0244 | 184372.7749 | 83345.2495 |
Total P&L (%) | 160.6928 | 91.2489 | 69.4438 | 267.718 | 184.3728 | 83.3452 |
Avg Daily Profit (%) | 0.6171 | 0.3504 | 0.2667 | 0.5013 | 0.4021 | 0.233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35941 | -41361 | -31840 | -83305 | -52273 | -54031 |
Profit Factor | 1.5335 | 1.5828 | 1.4802 | 1.4972 | 1.6765 | 1.3134 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Losing Trades | 145 | 73 | 72 | 145 | 73 | 72 |
Profitability (%) | 35.2679 | 34.8214 | 35.7143 | 35.2679 | 34.8214 | 35.7143 |
Ratio Avg Win / Avg Loss | 2.8147 | 2.9627 | 2.6644 | 2.748 | 3.138 | 2.3641 |
Largest Winning Trade | 31413 | 31413 | 17677 | 55998 | 55998 | 31252 |
Largest Losing Trade | -7539 | -6368 | -7539 | -22314 | -19253 | -22314 |
Avg Bars in Trades | 109 | 111 | 108 | 109 | 111 | 108 |
Avg Bars in Winners | 203 | 210 | 197 | 203 | 210 | 197 |
Avg Bars in Losers | 58 | 58 | 58 | 58 | 58 | 58 |
Bars Traded | 24572 | 12443 | 12129 | 24572 | 12443 | 12129 |
Profit Streak | 6.142 | 6.1732 | 0 | 6.142 | 6.1732 | 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 | 307827 | 178917 | 116738 | 264196 | 203932 | 71030 |
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{ "first_band": { "type": "bbm", "factors": { "length": 130, "offset": 0, "std": 2.31856 } }, "second_band": { "type": "linreg", "factors": { "length": 80, "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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