Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 14194184.8351 | 14149894.4692 | 44290.3659 | 18900043.8272 | 14550449.1672 | 4349594.66 |
Total P&L (%) | 14194.1848 | 14149.8945 | 44.2904 | 18900.0438 | 14550.4492 | 4349.5947 |
Avg Daily Profit (%) | 6.2815 | 6.2619 | 0.0196 | 0.2325 | 0.2209 | 0.1681 |
Buy And Hold Return (%) | 9306.9301 | 9306.9301 | 9306.9301 | 9306.9301 | 9306.9301 | 9306.9301 |
Max Trade Drawdown | -93181 | -99586 | -36570 | -8925694 | -8652336 | -3183274 |
Profit Factor | 37.5131 | 58.5136 | 1.3103 | 1.6093 | 1.6883 | 1.4402 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 42.6471 | 41.1765 | 44.1176 | 42.6471 | 41.1765 | 44.1176 |
Ratio Avg Win / Avg Loss | 50.4486 | 83.5909 | 1.6598 | 2.1642 | 2.4119 | 1.8242 |
Largest Winning Trade | 13964528 | 13964528 | 36193 | 15309293 | 15309293 | 5713971 |
Largest Losing Trade | -34442 | -34442 | -26942 | -4597072 | -4597072 | -2430792 |
Avg Bars in Trades | 95 | 140 | 49 | 95 | 140 | 49 |
Avg Bars in Winners | 127 | 190 | 68 | 127 | 190 | 68 |
Avg Bars in Losers | 71 | 105 | 35 | 71 | 105 | 35 |
Bars Traded | 6465 | 4773 | 1692 | 6465 | 4773 | 1692 |
Profit Streak | 0 | 142.2779 | 0 | 0 | 142.2779 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102219 | 414304 | -333497 | -111959 | -1261 | -158265 |
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{ "first_band": { "type": "bbm", "factors": { "length": 190, "offset": 0, "std": 1.80661 } }, "second_band": { "type": "bbu", "factors": { "length": 157, "offset": 0, "std": 1.21992 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 190, "offset": 0, "std": 1.80661 } }, "second_band": { "type": "bbu", "factors": { "length": 157, "offset": 0, "std": 1.21992 } } }
# | 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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