Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 209874.4434 | 166745.9009 | 43128.5425 | -3537.8085 | 52299.6029 | -55837.4114 |
Total P&L (%) | 209.8744 | 166.7459 | 43.1285 | -3.5378 | 52.2996 | -55.8374 |
Avg Daily Profit (%) | 0.2015 | 0.1601 | 0.0414 | -0.0035 | 0.0404 | -0.0784 |
Buy And Hold Return (%) | 23.6364 | 23.6364 | 23.6364 | 23.6364 | 23.6364 | 23.6364 |
Max Trade Drawdown | -58653 | -49416 | -58605 | -71373 | -48214 | -71349 |
Profit Factor | 1.458 | 1.9734 | 1.1503 | 0.9902 | 1.4259 | 0.7655 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 80 | 78.75 | 81.25 | 80 | 78.75 | 81.25 |
Ratio Avg Win / Avg Loss | 0.3645 | 0.5325 | 0.2655 | 0.2475 | 0.3848 | 0.1767 |
Largest Winning Trade | 22915 | 22915 | 21196 | 15423 | 13531 | 15423 |
Largest Losing Trade | -85603 | -35025 | -85603 | -85603 | -36981 | -85603 |
Avg Bars in Trades | 151 | 170 | 131 | 151 | 170 | 131 |
Avg Bars in Winners | 81 | 96 | 67 | 81 | 96 | 67 |
Avg Bars in Losers | 429 | 448 | 408 | 429 | 448 | 408 |
Bars Traded | 24210 | 13673 | 10537 | 24210 | 13673 | 10537 |
Profit Streak | 40.9259 | 92.4259 | 40.9259 | 40.9259 | 92.4259 | 40.9259 |
Trades During Streak | 9 | 6 | 4 | 9 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492334 | -5716 | -216176 | -574118 | -159201 | -594442 |
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{ "first_band": { "type": "bbm", "factors": { "length": 205, "offset": 0, "std": 3.97086 } }, "second_band": { "type": "midpoint", "factors": { "length": 240, "offset": 243 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 205, "offset": 0, "std": 3.97086 } }, "second_band": { "type": "midpoint", "factors": { "length": 240, "offset": 243 } } }
# | 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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