Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 792801.8444 | 721561.3945 | 71240.4499 | 52047.36 | -102895.1215 | 154942.4815 |
Total P&L (%) | 792.8018 | 721.5614 | 71.2405 | 52.0474 | -102.8951 | 154.9425 |
Avg Daily Profit (%) | 0.4093 | 0.3725 | 0.0368 | 0.0216 | 0 | 0.0483 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127812 | -87364 | -108671 | -222894 | -264058 | -125262 |
Profit Factor | 2.274 | 3.2529 | 1.2359 | 1.0483 | 0.8407 | 1.3592 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 28 | 12 | 16 | 28 | 12 | 16 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 40 | 34.2857 | 45.7143 | 40 | 34.2857 | 45.7143 |
Ratio Avg Win / Avg Loss | 3.411 | 6.2347 | 1.4676 | 1.5725 | 1.6114 | 1.6141 |
Largest Winning Trade | 653825 | 653825 | 46972 | 124605 | 124605 | 89917 |
Largest Losing Trade | -80001 | -34419 | -80001 | -111460 | -111460 | -105186 |
Avg Bars in Trades | 104 | 125 | 84 | 104 | 125 | 84 |
Avg Bars in Winners | 131 | 147 | 119 | 131 | 147 | 119 |
Avg Bars in Losers | 87 | 113 | 55 | 87 | 113 | 55 |
Bars Traded | 7345 | 4380 | 2965 | 7345 | 4380 | 2965 |
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 | -88510 | 345941 | -145751 | -434098 | -584121 | -128489 |
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{ "first_band": { "type": "linreg", "factors": { "length": 240, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 31, "offset": 0, "std": 2.43706 } } }
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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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