Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 449324.8747 | 389660.8989 | 59663.9758 | 243204.7155 | 383069.4661 | -139864.7506 |
Total P&L (%) | 449.3249 | 389.6609 | 59.664 | 243.2047 | 383.0695 | -139.8648 |
Avg Daily Profit (%) | 0.3605 | 0.3126 | 0.0479 | 0.099 | 0.1265 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -158846 | -90751 | -145620 | -342648 | -211624 | -325408 |
Profit Factor | 1.2819 | 1.5197 | 1.0707 | 1.0971 | 1.3349 | 0.8973 |
Total Trades | 508 | 254 | 254 | 508 | 254 | 254 |
Winning Trades | 223 | 109 | 114 | 223 | 109 | 114 |
Losing Trades | 285 | 145 | 140 | 285 | 145 | 140 |
Profitability (%) | 43.8976 | 42.9134 | 44.8819 | 43.8976 | 42.9134 | 44.8819 |
Ratio Avg Win / Avg Loss | 1.6383 | 2.0217 | 1.3149 | 1.4021 | 1.7758 | 1.1019 |
Largest Winning Trade | 192235 | 192235 | 33456 | 197950 | 197950 | 53046 |
Largest Losing Trade | -52062 | -21330 | -52062 | -194146 | -53973 | -194146 |
Avg Bars in Trades | 29 | 33 | 24 | 29 | 33 | 24 |
Avg Bars in Winners | 37 | 39 | 35 | 37 | 39 | 35 |
Avg Bars in Losers | 22 | 29 | 15 | 22 | 29 | 15 |
Bars Traded | 14738 | 8563 | 6175 | 14738 | 8563 | 6175 |
Profit Streak | 24.7967 | 32.4634 | 24.7967 | 24.7967 | 32.4634 | 24.7967 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438522 | 383065 | -272343 | -172446 | -23278 | -579024 |
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{ "first_band": { "type": "bbm", "factors": { "length": 201, "offset": 0, "std": 3.90432 } }, "second_band": { "type": "midpoint", "factors": { "length": 76, "offset": 0 } } }
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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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