Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 665179.153 | 534391.7318 | 130787.4212 | 32037.6367 | 175334.2252 | -143296.5885 |
Total P&L (%) | 665.1792 | 534.3917 | 130.7874 | 32.0376 | 175.3342 | -143.2966 |
Avg Daily Profit (%) | 0.3675 | 0.2952 | 0.0723 | 0.0154 | 0.056 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -154299 | -96560 | -123031 | -1213047 | -386755 | -862911 |
Profit Factor | 2.1432 | 3.1936 | 1.3867 | 1.0116 | 1.2482 | 0.9302 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 51 | 22 | 29 | 51 | 22 | 29 |
Losing Trades | 43 | 25 | 18 | 43 | 25 | 18 |
Profitability (%) | 54.2553 | 46.8085 | 61.7021 | 54.2553 | 46.8085 | 61.7021 |
Ratio Avg Win / Avg Loss | 1.807 | 3.6291 | 0.8607 | 0.8529 | 1.4184 | 0.5773 |
Largest Winning Trade | 598767 | 598767 | 68690 | 528638 | 528638 | 510046 |
Largest Losing Trade | -75364 | -40957 | -75364 | -784657 | -263297 | -784657 |
Avg Bars in Trades | 37 | 29 | 45 | 37 | 29 | 45 |
Avg Bars in Winners | 47 | 35 | 56 | 47 | 35 | 56 |
Avg Bars in Losers | 25 | 24 | 27 | 25 | 24 | 27 |
Bars Traded | 3537 | 1406 | 2131 | 3537 | 1406 | 2131 |
Profit Streak | 5.9765 | 0 | 70.4765 | 5.9765 | 0 | 70.4765 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 541658 | 506635 | -94539 | -383180 | -119291 | -577802 |
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{ "first_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 1.03397 } }, "second_band": { "type": "sma", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 1.03397 } }, "second_band": { "type": "sma", "factors": { "length": 64, "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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