Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794528.9472 | 695578.4882 | 98950.459 | 4151780.2336 | 2807223.8018 | 1344556.4318 |
Total P&L (%) | 794.5289 | 695.5785 | 98.9505 | 4151.7802 | 2807.2238 | 1344.5564 |
Avg Daily Profit (%) | 0.3178 | 0.2782 | 0.0396 | 0.1501 | 0.1349 | 0.1069 |
Buy And Hold Return (%) | 345.5666 | 345.5666 | 345.5666 | 345.5666 | 345.5666 | 345.5666 |
Max Trade Drawdown | -125198 | -72241 | -90386 | -7521112 | -5324333 | -4808557 |
Profit Factor | 2.7491 | 3.6015 | 1.5295 | 1.221 | 1.2446 | 1.1839 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 50.5882 | 47.619 | 53.4884 | 50.5882 | 47.619 | 53.4884 |
Ratio Avg Win / Avg Loss | 2.6851 | 3.9617 | 1.33 | 1.1926 | 1.3691 | 1.0294 |
Largest Winning Trade | 285299 | 285299 | 58435 | 4425233 | 4425233 | 1572705 |
Largest Losing Trade | -39156 | -28538 | -39156 | -2819052 | -2024739 | -2819052 |
Avg Bars in Trades | 56 | 85 | 29 | 56 | 85 | 29 |
Avg Bars in Winners | 73 | 109 | 42 | 73 | 109 | 42 |
Avg Bars in Losers | 39 | 62 | 14 | 39 | 62 | 14 |
Bars Traded | 4842 | 3572 | 1270 | 4842 | 3572 | 1270 |
Profit Streak | 90.9595 | 95.4595 | 90.9595 | 90.9595 | 95.4595 | 90.9595 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383736 | 300581 | -302985 | 305113 | -13124 | -69150 |
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{ "first_band": { "type": "bbm", "factors": { "length": 99, "offset": 0, "std": 3.73463 } }, "second_band": { "type": "midprice", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 99, "offset": 0, "std": 3.73463 } }, "second_band": { "type": "midprice", "factors": { "length": 129, "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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