Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771752.482 | 699888.3118 | 71864.1702 | 2593270.285 | 2538175.9804 | 55094.3047 |
Total P&L (%) | 771.7525 | 699.8883 | 71.8642 | 2593.2703 | 2538.176 | 55.0943 |
Avg Daily Profit (%) | 0.4271 | 0.3873 | 0.0398 | 0.1824 | 0.1813 | 0.0243 |
Buy And Hold Return (%) | 160.792 | 160.792 | 160.792 | 160.792 | 160.792 | 160.792 |
Max Trade Drawdown | -103940 | -45864 | -81049 | -2003722 | -1087502 | -1158875 |
Profit Factor | 2.8811 | 5.2571 | 1.2923 | 1.4254 | 1.9807 | 1.0157 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 32.5301 | 34.1463 | 30.9524 | 32.5301 | 34.1463 | 30.9524 |
Ratio Avg Win / Avg Loss | 5.9756 | 10.1388 | 2.8828 | 2.9563 | 3.82 | 2.2658 |
Largest Winning Trade | 332470 | 332470 | 67853 | 1504274 | 1504274 | 1345219 |
Largest Losing Trade | -24444 | -15579 | -24444 | -639744 | -419197 | -639744 |
Avg Bars in Trades | 41 | 38 | 44 | 41 | 38 | 44 |
Avg Bars in Winners | 94 | 89 | 100 | 94 | 89 | 100 |
Avg Bars in Losers | 16 | 12 | 19 | 16 | 12 | 19 |
Bars Traded | 3465 | 1577 | 1887 | 3465 | 1577 | 1887 |
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 | 212273 | 345026 | -311773 | 63978 | 198402 | -535704 |
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{ "first_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 2.62562 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 166, "offset": 0, "std": 2.62562 } }, "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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