Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216738.7354 | 327201.1274 | -110462.392 | -386213.0643 | 2811055.5422 | -3197268.6065 |
Total P&L (%) | 216.7387 | 327.2011 | -110.4624 | -386.2131 | 2811.0555 | -3197.2686 |
Avg Daily Profit (%) | 0.1154 | 0.1742 | -0.0588 | 0 | 0.1796 | 0 |
Buy And Hold Return (%) | 251.9567 | 251.9567 | 251.9567 | 251.9567 | 251.9567 | 251.9567 |
Max Trade Drawdown | -276432 | -124534 | -171262 | -3312535 | -189191 | -3768206 |
Profit Factor | 1.3127 | 2.2928 | 0.7489 | 0.931 | 4.8972 | 0.3444 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 41 | 20 | 21 | 46 | 25 | 21 |
Losing Trades | 38 | 20 | 18 | 33 | 15 | 18 |
Profitability (%) | 51.8987 | 50 | 53.8462 | 58.2278 | 62.5 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2167 | 2.2928 | 0.6419 | 0.6679 | 2.9383 | 0.2952 |
Largest Winning Trade | 155131 | 155131 | 54511 | 542442 | 542442 | 444056 |
Largest Losing Trade | -166581 | -37560 | -166581 | -3053922 | -150376 | -3053922 |
Avg Bars in Trades | 67 | 53 | 81 | 67 | 53 | 81 |
Avg Bars in Winners | 75 | 54 | 95 | 57 | 52 | 62 |
Avg Bars in Losers | 58 | 53 | 64 | 81 | 55 | 102 |
Bars Traded | 5327 | 2157 | 3170 | 5327 | 2157 | 3170 |
Profit Streak | 0 | 0 | 0 | 75.8963 | 76.2296 | 75.8963 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -235601 | -61073 | -580258 | -609339 | 655071 | -579700 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 117, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 154, "offset": 0, "std": 3.85591 } } }
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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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