Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1424142.2999 | 1366822.5427 | 57319.7571 | 1101412.03 | 1012866.4824 | 88545.5476 |
Total P&L (%) | 1424.1423 | 1366.8225 | 57.3198 | 1101.412 | 1012.8665 | 88.5455 |
Avg Daily Profit (%) | 0.7563 | 0.7259 | 0.0304 | 0.1321 | 0.128 | 0.0337 |
Buy And Hold Return (%) | 287.335 | 287.335 | 287.335 | 287.335 | 287.335 | 287.335 |
Max Trade Drawdown | -160324 | -157751 | -65575 | -2598504 | -2237144 | -925335 |
Profit Factor | 3.3625 | 4.3393 | 1.2962 | 1.1801 | 1.2402 | 1.0466 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 41.4894 | 36.1702 | 46.8085 | 41.4894 | 36.1702 | 46.8085 |
Ratio Avg Win / Avg Loss | 4.742 | 7.6576 | 1.473 | 1.6642 | 2.1886 | 1.1893 |
Largest Winning Trade | 1080339 | 1080339 | 52365 | 2214171 | 2214171 | 433537 |
Largest Losing Trade | -33818 | -33818 | -28446 | -640563 | -640563 | -392256 |
Avg Bars in Trades | 58 | 89 | 28 | 58 | 89 | 28 |
Avg Bars in Winners | 85 | 141 | 41 | 85 | 141 | 41 |
Avg Bars in Losers | 40 | 60 | 16 | 40 | 60 | 16 |
Bars Traded | 5534 | 4211 | 1323 | 5534 | 4211 | 1323 |
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 | 532476 | 467866 | -318817 | -43002 | -28776 | -483810 |
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{ "first_band": { "type": "bbm", "factors": { "length": 91, "offset": 0, "std": 2.81668 } }, "second_band": { "type": "dcu", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 91, "offset": 0, "std": 2.81668 } }, "second_band": { "type": "dcu", "factors": { "length": 24, "offset": 0 } } }
# | 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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