Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 59880.9193 | 252909.5635 | -193028.6442 | 20172403.7105 | 1212861.3721 | 18959542.3383 |
Total P&L (%) | 59.8809 | 252.9096 | -193.0286 | 20172.4037 | 1212.8614 | 18959.5423 |
Avg Daily Profit (%) | 0.0254 | 0.1073 | -0.0819 | 0.2257 | 0.1093 | 0.2231 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -533279 | -41792 | -555830 | -5630936 | -4847609 | -4505663 |
Profit Factor | 1.0626 | 2.1963 | 0.7411 | 1.7382 | 1.0851 | 2.4505 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 68 | 35 | 33 | 68 | 34 | 34 |
Losing Trades | 32 | 15 | 17 | 32 | 16 | 16 |
Profitability (%) | 68 | 70 | 66 | 68 | 68 | 68 |
Ratio Avg Win / Avg Loss | 0.5 | 0.9413 | 0.3818 | 0.818 | 0.5106 | 1.1532 |
Largest Winning Trade | 72995 | 72995 | 60259 | 6515406 | 1505117 | 6515406 |
Largest Losing Trade | -293163 | -37877 | -293163 | -4499510 | -4046568 | -4499510 |
Avg Bars in Trades | 45 | 18 | 72 | 45 | 18 | 72 |
Avg Bars in Winners | 42 | 13 | 73 | 44 | 14 | 74 |
Avg Bars in Losers | 52 | 29 | 71 | 48 | 28 | 69 |
Bars Traded | 4577 | 933 | 3644 | 4577 | 933 | 3644 |
Profit Streak | 169.6945 | 169.6945 | 317.1945 | 169.6945 | 169.6945 | 317.1945 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -308730 | -224879 | -757413 | 468237 | -352068 | -164582 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 119, "offset": 0, "std": 4.3359 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 124, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 119, "offset": 0, "std": 4.3359 } } }
# | 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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