Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1224896.2778 | 1127487.4826 | 97408.7952 | 1594461.7509 | -205904.3931 | 1800366.144 |
Total P&L (%) | 1224.8963 | 1127.4875 | 97.4088 | 1594.4618 | -205.9044 | 1800.3661 |
Avg Daily Profit (%) | 0.6628 | 0.6101 | 0.0527 | 0.1533 | 0 | 0.1595 |
Buy And Hold Return (%) | 77.2388 | 77.2388 | 77.2388 | 77.2388 | 77.2388 | 77.2388 |
Max Trade Drawdown | -89211 | -120716 | -43290 | -7009038 | -6268562 | -2222766 |
Profit Factor | 3.4898 | 4.945 | 1.4725 | 1.0787 | 0.982 | 1.2034 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 44.3609 | 43.2836 | 45.4545 | 44.3609 | 43.2836 | 45.4545 |
Ratio Avg Win / Avg Loss | 4.3771 | 6.4796 | 1.767 | 1.3529 | 1.2867 | 1.4441 |
Largest Winning Trade | 946427 | 946427 | 55506 | 3164443 | 3164443 | 2431997 |
Largest Losing Trade | -42775 | -42775 | -23412 | -2438290 | -2438290 | -1883724 |
Avg Bars in Trades | 26 | 24 | 29 | 26 | 24 | 29 |
Avg Bars in Winners | 36 | 30 | 42 | 36 | 30 | 42 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 3531 | 1611 | 1920 | 3531 | 1611 | 1920 |
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 | 615817 | -99994 | -330759 | -127894 | -698403 | -118763 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 86 } }, "second_band": { "type": "bbm", "factors": { "length": 63, "offset": 0, "std": 3.55918 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 86 } }, "second_band": { "type": "bbm", "factors": { "length": 63, "offset": 0, "std": 3.55918 } } }
# | 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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