Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 363454.9356 | 334375.4669 | 29079.4688 | 69481.2122 | 19675.3399 | 49805.8723 |
Total P&L (%) | 363.4549 | 334.3755 | 29.0795 | 69.4812 | 19.6753 | 49.8059 |
Avg Daily Profit (%) | 0.195 | 0.1794 | 0.0156 | 0.0283 | 0.0096 | 0.0217 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117139 | -140864 | -111181 | -264631 | -291484 | -127577 |
Profit Factor | 1.5609 | 2.1102 | 1.0838 | 1.0677 | 1.0389 | 1.0958 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 79 | 35 | 44 | 79 | 35 | 44 |
Losing Trades | 82 | 45 | 37 | 82 | 45 | 37 |
Profitability (%) | 49.0683 | 43.75 | 54.321 | 49.0683 | 43.75 | 54.321 |
Ratio Avg Win / Avg Loss | 1.6202 | 2.7131 | 0.9114 | 1.1083 | 1.3357 | 0.9215 |
Largest Winning Trade | 287667 | 287667 | 56792 | 98608 | 98608 | 73354 |
Largest Losing Trade | -60178 | -30272 | -60178 | -116730 | -66933 | -116730 |
Avg Bars in Trades | 33 | 29 | 37 | 33 | 29 | 37 |
Avg Bars in Winners | 39 | 36 | 42 | 39 | 36 | 42 |
Avg Bars in Losers | 28 | 25 | 32 | 28 | 25 | 32 |
Bars Traded | 5454 | 2398 | 3055 | 5454 | 2398 | 3055 |
Profit Streak | 3.8029 | 0 | 5.8029 | 3.8029 | 0 | 5.8029 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376064 | -10153 | -315856 | -301043 | -386428 | -292749 |
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{ "first_band": { "type": "bbm", "factors": { "length": 109, "offset": 0, "std": 1.76613 } }, "second_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 3.59463 } } }
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# | 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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