Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65149.6742 | 15966.0733 | 49183.6009 | 48978.0008 | 14172.5414 | 34805.4594 |
Total P&L (%) | 65.1497 | 15.9661 | 49.1836 | 48.978 | 14.1725 | 34.8055 |
Avg Daily Profit (%) | 0.2502 | 0.0613 | 0.1889 | 0.1532 | 0.0509 | 0.1148 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43241 | -32490 | -25470 | -43974 | -38359 | -35762 |
Profit Factor | 1.374 | 1.1663 | 1.6288 | 1.2481 | 1.1332 | 1.3825 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 21 | 12 | 9 | 21 | 12 | 9 |
Profitability (%) | 71.2329 | 67.5676 | 75 | 71.2329 | 67.5676 | 75 |
Ratio Avg Win / Avg Loss | 0.5549 | 0.5598 | 0.5429 | 0.504 | 0.5439 | 0.4608 |
Largest Winning Trade | 14756 | 14483 | 14756 | 15957 | 15957 | 12388 |
Largest Losing Trade | -25658 | -25658 | -24885 | -35160 | -25502 | -35160 |
Avg Bars in Trades | 336 | 374 | 297 | 336 | 374 | 297 |
Avg Bars in Winners | 232 | 248 | 218 | 232 | 248 | 218 |
Avg Bars in Losers | 592 | 636 | 534 | 592 | 636 | 534 |
Bars Traded | 24550 | 13843 | 10707 | 24550 | 13843 | 10707 |
Profit Streak | 3.7294 | 3.7294 | 11.1981 | 3.7294 | 3.7294 | 11.1981 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68059 | -159444 | 337013 | -70758 | -236184 | -40632 |
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{ "first_band": { "type": "bbm", "factors": { "length": 211, "offset": 0, "std": 4.98552 } }, "second_band": { "type": "rma", "factors": { "length": 182, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 211, "offset": 0, "std": 4.98552 } }, "second_band": { "type": "rma", "factors": { "length": 182, "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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