Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2636007.792 | 2544338.0749 | 91669.7171 | 61766099.0486 | 64708569.3786 | -2942470.33 |
Total P&L (%) | 2636.0078 | 2544.3381 | 91.6697 | 61766.099 | 64708.5694 | -2942.4703 |
Avg Daily Profit (%) | 1.1665 | 1.126 | 0.0406 | 0.2849 | 0.2869 | 0 |
Buy And Hold Return (%) | 8664.3802 | 8664.3802 | 8664.3802 | 8664.3802 | 8664.3802 | 8664.3802 |
Max Trade Drawdown | -60960 | -67418 | -55001 | -30387938 | -9630287 | -21706423 |
Profit Factor | 8.747 | 15.328 | 1.5635 | 1.8683 | 3.012 | 0.9245 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 46.3415 | 46.3415 | 46.3415 | 46.3415 | 46.3415 | 46.3415 |
Ratio Avg Win / Avg Loss | 10.1281 | 17.7482 | 1.8104 | 2.1633 | 3.4876 | 1.0705 |
Largest Winning Trade | 1852919 | 1852919 | 48596 | 40962364 | 40962364 | 15382405 |
Largest Losing Trade | -37274 | -16154 | -37274 | -15362088 | -4967491 | -15362088 |
Avg Bars in Trades | 79 | 79 | 79 | 79 | 79 | 79 |
Avg Bars in Winners | 138 | 140 | 136 | 138 | 140 | 136 |
Avg Bars in Losers | 29 | 26 | 31 | 29 | 26 | 31 |
Bars Traded | 6544 | 3267 | 3277 | 6544 | 3267 | 3277 |
Profit Streak | 0 | 226.278 | 0 | 0 | 226.278 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153965 | -144213 | -303075 | 75914 | 508334 | -580498 |
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{ "first_band": { "type": "bbm", "factors": { "length": 137, "offset": 0, "std": 2.66932 } }, "second_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 1.04319 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 137, "offset": 0, "std": 2.66932 } }, "second_band": { "type": "bbu", "factors": { "length": 160, "offset": 0, "std": 1.04319 } } }
# | 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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