Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600856.9597 | 403616.0195 | 197240.9402 | 1161244.1432 | -253742.2845 | 1414986.4277 |
Total P&L (%) | 600.857 | 403.616 | 197.2409 | 1161.2441 | -253.7423 | 1414.9864 |
Avg Daily Profit (%) | 0.3436 | 0.2308 | 0.1128 | 0.145 | 0 | 0.1555 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -110344 | -100903 | -46276 | -1390195 | -1095909 | -533843 |
Profit Factor | 2.2467 | 2.3588 | 2.0665 | 1.2994 | 0.8971 | 2.0019 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 36 | 21 | 15 | 36 | 21 | 15 |
Profitability (%) | 44.6154 | 36.3636 | 53.125 | 44.6154 | 36.3636 | 53.125 |
Ratio Avg Win / Avg Loss | 2.789 | 4.128 | 1.8234 | 1.613 | 1.57 | 1.7664 |
Largest Winning Trade | 212276 | 212276 | 71017 | 745964 | 745964 | 682606 |
Largest Losing Trade | -34830 | -34830 | -31332 | -400686 | -400686 | -263825 |
Avg Bars in Trades | 105 | 87 | 123 | 105 | 87 | 123 |
Avg Bars in Winners | 159 | 149 | 165 | 159 | 149 | 165 |
Avg Bars in Losers | 61 | 52 | 75 | 61 | 52 | 75 |
Bars Traded | 6841 | 2892 | 3949 | 6841 | 2892 | 3949 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -124830 | 253772 | -38118 | -136172 | -583328 | 426037 |
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{ "first_band": { "type": "bbm", "factors": { "length": 102, "offset": 0, "std": 3.38821 } }, "second_band": { "type": "bbm", "factors": { "length": 44, "offset": 0, "std": 1.49651 } } }
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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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