Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000900.508 | 801765.9668 | 199134.5412 | 31885532.2279 | 15701893.3863 | 16183638.8416 |
Total P&L (%) | 1000.9005 | 801.766 | 199.1345 | 31885.5322 | 15701.8934 | 16183.6388 |
Avg Daily Profit (%) | 0.554 | 0.4438 | 0.1102 | 0.3198 | 0.2806 | 0.2823 |
Buy And Hold Return (%) | 233.4782 | 233.4782 | 233.4782 | 233.4782 | 233.4782 | 233.4782 |
Max Trade Drawdown | -73851 | -34396 | -59451 | -6390263 | -5804610 | -4097412 |
Profit Factor | 3.3614 | 4.8568 | 1.922 | 1.9734 | 1.8947 | 2.0641 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Profitability (%) | 29.927 | 29.4118 | 30.4348 | 29.927 | 29.4118 | 30.4348 |
Ratio Avg Win / Avg Loss | 7.8706 | 11.6562 | 4.3932 | 4.6206 | 4.5474 | 4.7179 |
Largest Winning Trade | 218447 | 218447 | 72478 | 10430486 | 10362557 | 10430486 |
Largest Losing Trade | -15178 | -14031 | -15178 | -2338487 | -2338487 | -2096404 |
Avg Bars in Trades | 50 | 45 | 55 | 50 | 45 | 55 |
Avg Bars in Winners | 142 | 127 | 157 | 142 | 127 | 157 |
Avg Bars in Losers | 11 | 11 | 10 | 11 | 11 | 10 |
Bars Traded | 6931 | 3102 | 3829 | 6931 | 3102 | 3829 |
Profit Streak | 39.3116 | 0 | 44.8116 | 39.3116 | 0 | 44.8116 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300014 | -104742 | -316989 | 202331 | -107504 | -96346 |
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{ "first_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 3.74611 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 150, "offset": 0, "std": 3.74611 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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