Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995614.0986 | 811616.5195 | 183997.5791 | 4172985.1816 | -237942.4816 | 4410927.6632 |
Total P&L (%) | 995.6141 | 811.6165 | 183.9976 | 4172.9852 | -237.9425 | 4410.9277 |
Avg Daily Profit (%) | 0.5158 | 0.4205 | 0.0953 | 0.1947 | 0 | 0.1975 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102052 | -81733 | -75722 | -2639198 | -1617266 | -1232328 |
Profit Factor | 2.9277 | 3.9799 | 1.7537 | 1.5059 | 0.9519 | 2.3357 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 50 | 20 | 30 | 50 | 20 | 30 |
Losing Trades | 47 | 29 | 18 | 47 | 29 | 18 |
Profitability (%) | 51.5464 | 40.8163 | 62.5 | 51.5464 | 40.8163 | 62.5 |
Ratio Avg Win / Avg Loss | 2.752 | 5.7709 | 1.0522 | 1.4155 | 1.3803 | 1.4014 |
Largest Winning Trade | 581842 | 581842 | 44045 | 1305082 | 1177071 | 1305082 |
Largest Losing Trade | -46313 | -36739 | -46313 | -857819 | -708951 | -857819 |
Avg Bars in Trades | 117 | 103 | 131 | 117 | 103 | 131 |
Avg Bars in Winners | 165 | 165 | 165 | 165 | 165 | 165 |
Avg Bars in Losers | 66 | 61 | 75 | 66 | 61 | 75 |
Bars Traded | 11381 | 5076 | 6305 | 11381 | 5076 | 6305 |
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 | 604297 | 485773 | -61791 | 352557 | -582586 | 470256 |
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{ "first_band": { "type": "bbm", "factors": { "length": 123, "offset": 0, "std": 2.5366 } }, "second_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 4.7925 } } }
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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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