Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 71015.8868 | -1211.0242 | 72226.911 | 74464.764 | -3744.7194 | 78209.4835 |
Total P&L (%) | 71.0159 | -1.211 | 72.2269 | 74.4648 | -3.7447 | 78.2095 |
Avg Daily Profit (%) | 0.2727 | -0.0047 | 0.2773 | 0.2139 | -0.0147 | 0.2221 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30718 | -32607 | -14507 | -30684 | -32646 | -20042 |
Profit Factor | 1.4127 | 0.99 | 2.4027 | 1.3426 | 0.9744 | 2.0968 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 81 | 37 | 44 | 81 | 37 | 44 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 69.2308 | 62.7119 | 75.8621 | 69.2308 | 62.7119 | 75.8621 |
Ratio Avg Win / Avg Loss | 0.6279 | 0.5886 | 0.7645 | 0.5967 | 0.5793 | 0.6672 |
Largest Winning Trade | 8053 | 7954 | 8053 | 10552 | 9834 | 10552 |
Largest Losing Trade | -28205 | -28205 | -11150 | -28176 | -28176 | -16806 |
Avg Bars in Trades | 210 | 229 | 190 | 210 | 229 | 190 |
Avg Bars in Winners | 119 | 118 | 120 | 119 | 118 | 120 |
Avg Bars in Losers | 413 | 416 | 410 | 413 | 416 | 410 |
Bars Traded | 24572 | 13543 | 11029 | 24572 | 13543 | 11029 |
Profit Streak | 3.9519 | 3.9519 | 18.3269 | 3.9519 | 3.9519 | 18.3269 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322267 | -757470 | -166950 | 288775 | -757470 | -168012 |
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{ "first_band": { "type": "bbm", "factors": { "length": 203, "offset": 0, "std": 4.17414 } }, "second_band": { "type": "rma", "factors": { "length": 141, "offset": 83 } } }
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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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