Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1516081.1799 | 1441211.2777 | 74869.9022 | 237139.8228 | -135415.469 | 372555.2918 |
Total P&L (%) | 1516.0812 | 1441.2113 | 74.8699 | 237.1398 | -135.4155 | 372.5553 |
Avg Daily Profit (%) | 0.643 | 0.6112 | 0.0318 | 0.0516 | 0 | 0.0659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -173575 | -75066 | -150320 | -281433 | -355973 | -144570 |
Profit Factor | 3.4472 | 5.81 | 1.2341 | 1.171 | 0.8285 | 1.6238 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 45 | 24 | 21 | 45 | 24 | 21 |
Profitability (%) | 40.7895 | 36.8421 | 44.7368 | 40.7895 | 36.8421 | 44.7368 |
Ratio Avg Win / Avg Loss | 5.004 | 9.9599 | 1.5244 | 1.6999 | 1.4202 | 2.0059 |
Largest Winning Trade | 1479510 | 1479510 | 63527 | 180936 | 179849 | 180936 |
Largest Losing Trade | -41837 | -38393 | -41837 | -175814 | -175814 | -100311 |
Avg Bars in Trades | 60 | 55 | 64 | 60 | 55 | 64 |
Avg Bars in Winners | 86 | 73 | 97 | 86 | 73 | 97 |
Avg Bars in Losers | 41 | 45 | 37 | 41 | 45 | 37 |
Bars Traded | 4571 | 2112 | 2459 | 4571 | 2112 | 2459 |
Profit Streak | 0 | 0 | 81.3495 | 0 | 0 | 81.3495 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38942 | 534141 | -150751 | -212725 | -584215 | -102960 |
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{ "first_band": { "type": "bbm", "factors": { "length": 234, "offset": 0, "std": 2.59448 } }, "second_band": { "type": "midprice", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 234, "offset": 0, "std": 2.59448 } }, "second_band": { "type": "midprice", "factors": { "length": 36, "offset": 0 } } }
# | 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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