Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114196.4862 | 60283.0995 | 53913.3867 | 166506.8591 | 74473.909 | 92032.95 |
Total P&L (%) | 114.1965 | 60.2831 | 53.9134 | 166.5069 | 74.4739 | 92.033 |
Avg Daily Profit (%) | 1.3155 | 0.6944 | 0.6211 | 1.1356 | 0.6432 | 0.7545 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34513 | -17622 | -34513 | -65342 | -52447 | -65342 |
Profit Factor | 2.2542 | 2.2017 | 2.3185 | 1.8291 | 1.6291 | 2.1163 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 15 | 10 | 5 | 15 | 10 | 5 |
Profitability (%) | 80 | 73.6842 | 86.4865 | 80 | 73.6842 | 86.4865 |
Ratio Avg Win / Avg Loss | 0.5635 | 0.7863 | 0.3623 | 0.4573 | 0.5818 | 0.3307 |
Largest Winning Trade | 13936 | 13549 | 13936 | 26658 | 22147 | 26658 |
Largest Losing Trade | -34513 | -12345 | -34513 | -65342 | -36783 | -65342 |
Avg Bars in Trades | 319 | 353 | 283 | 319 | 353 | 283 |
Avg Bars in Winners | 246 | 252 | 241 | 246 | 252 | 241 |
Avg Bars in Losers | 608 | 638 | 550 | 608 | 638 | 550 |
Bars Traded | 23934 | 13450 | 10484 | 23934 | 13450 | 10484 |
Profit Streak | 6.0018 | 7.2102 | 6.0018 | 6.0018 | 7.2102 | 6.0018 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42761 | 536255 | 542167 | -43738 | 504041 | 607781 |
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{ "first_band": { "type": "bbm", "factors": { "length": 78, "offset": 0, "std": 2.53101 } }, "second_band": { "type": "rma", "factors": { "length": 114, "offset": 203 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 78, "offset": 0, "std": 2.53101 } }, "second_band": { "type": "rma", "factors": { "length": 114, "offset": 203 } } }
# | 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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