Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97584.1809 | 44988.4676 | 52595.7132 | 98670.5029 | 37293.4888 | 61377.0141 |
Total P&L (%) | 97.5842 | 44.9885 | 52.5957 | 98.6705 | 37.2935 | 61.377 |
Avg Daily Profit (%) | 0.3747 | 0.1728 | 0.202 | 0.264 | 0.1218 | 0.1839 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -57682 | -42039 | -41160 | -89226 | -68429 | -59693 |
Profit Factor | 1.2111 | 1.1797 | 1.2483 | 1.1353 | 1.0949 | 1.1824 |
Total Trades | 376 | 188 | 188 | 376 | 188 | 188 |
Winning Trades | 189 | 95 | 94 | 189 | 95 | 94 |
Losing Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Profitability (%) | 50.266 | 50.5319 | 50 | 50.266 | 50.5319 | 50 |
Ratio Avg Win / Avg Loss | 1.1983 | 1.1548 | 1.2483 | 1.1233 | 1.0719 | 1.1824 |
Largest Winning Trade | 18502 | 18502 | 14527 | 30377 | 30377 | 21771 |
Largest Losing Trade | -14399 | -14399 | -9241 | -23037 | -23037 | -16529 |
Avg Bars in Trades | 65 | 65 | 65 | 65 | 65 | 65 |
Avg Bars in Winners | 61 | 56 | 66 | 61 | 56 | 66 |
Avg Bars in Losers | 69 | 75 | 64 | 69 | 75 | 64 |
Bars Traded | 24728 | 12393 | 12334 | 24728 | 12393 | 12334 |
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 | 333351 | -18168 | 190039 | -62935 | -149891 | -13938 |
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{ "first_band": { "type": "midprice", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 1.21949 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 186, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 1.21949 } } }
# | 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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