Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 510620.0176 | 337636.0715 | 172983.9461 | 1077244.2084 | 621207.8109 | 456036.3975 |
Total P&L (%) | 510.62 | 337.6361 | 172.9839 | 1077.2442 | 621.2078 | 456.0364 |
Avg Daily Profit (%) | 0.2913 | 0.1926 | 0.0987 | 0.1408 | 0.1128 | 0.0979 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63635 | -49479 | -42348 | -744753 | -454513 | -486447 |
Profit Factor | 2.3092 | 3.2766 | 1.7157 | 1.385 | 1.5448 | 1.275 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 43.0556 | 36.1111 | 50 | 43.0556 | 36.1111 | 50 |
Ratio Avg Win / Avg Loss | 3.0542 | 5.797 | 1.7157 | 1.8317 | 2.7331 | 1.275 |
Largest Winning Trade | 191918 | 191918 | 72176 | 633947 | 521205 | 633947 |
Largest Losing Trade | -38115 | -17052 | -38115 | -303556 | -260588 | -303556 |
Avg Bars in Trades | 94 | 73 | 114 | 94 | 73 | 114 |
Avg Bars in Winners | 166 | 143 | 182 | 166 | 143 | 182 |
Avg Bars in Losers | 40 | 34 | 47 | 40 | 34 | 47 |
Bars Traded | 6799 | 2663 | 4136 | 6799 | 2663 | 4136 |
Profit Streak | 0 | 0 | 25.8001 | 0 | 0 | 25.8001 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -73262 | 303067 | -57423 | -89448 | -44719 | -61758 |
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{ "first_band": { "type": "sma", "factors": { "length": 8, "offset": 148 } }, "second_band": { "type": "bbm", "factors": { "length": 18, "offset": 0, "std": 4.37381 } } }
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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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