Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6538946.5165 | 6624682.6198 | -85736.1033 | 375394.4087 | 3007255.7133 | -2631861.3046 |
Total P&L (%) | 6538.9465 | 6624.6826 | -85.7361 | 375.3944 | 3007.2557 | -2631.8613 |
Avg Daily Profit (%) | 3.3303 | 3.3739 | -0.0437 | 0.0794 | 0.1752 | 0 |
Buy And Hold Return (%) | 1823.9351 | 1823.9351 | 1823.9351 | 1823.9351 | 1823.9351 | 1823.9351 |
Max Trade Drawdown | -157113 | -91871 | -112985 | -4691128 | -2090478 | -3938497 |
Profit Factor | 12.3705 | 22.5324 | 0.6794 | 1.0436 | 1.8793 | 0.4921 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 37.5 | 36.1111 | 38.8889 | 37.5 | 36.1111 | 38.8889 |
Ratio Avg Win / Avg Loss | 20.6175 | 39.865 | 1.0676 | 1.7394 | 3.3249 | 0.7733 |
Largest Winning Trade | 6668409 | 6668409 | 59823 | 3955464 | 3955464 | 1151742 |
Largest Losing Trade | -38662 | -34410 | -38662 | -1558203 | -891754 | -1558203 |
Avg Bars in Trades | 104 | 169 | 40 | 104 | 169 | 40 |
Avg Bars in Winners | 175 | 295 | 63 | 175 | 295 | 63 |
Avg Bars in Losers | 62 | 98 | 25 | 62 | 98 | 25 |
Bars Traded | 7543 | 6095 | 1448 | 7543 | 6095 | 1448 |
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 | -67339 | 575134 | -583434 | -512728 | -3240 | -585101 |
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{ "first_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 1.35263 } }, "second_band": { "type": "dcu", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 1.35263 } }, "second_band": { "type": "dcu", "factors": { "length": 42, "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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