Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426587.9885 | 349654.8213 | 76933.1672 | 164768.7987 | 262828.9895 | -98060.1907 |
Total P&L (%) | 426.588 | 349.6548 | 76.9332 | 164.7688 | 262.829 | -98.0602 |
Avg Daily Profit (%) | 0.2048 | 0.1679 | 0.0369 | 0.0468 | 0.0619 | -0.1891 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146936 | -91691 | -114546 | -1547744 | -1279533 | -1259599 |
Profit Factor | 1.3398 | 1.5387 | 1.1269 | 1.0193 | 1.06 | 0.9765 |
Total Trades | 327 | 163 | 164 | 327 | 163 | 164 |
Winning Trades | 146 | 71 | 75 | 146 | 71 | 75 |
Losing Trades | 181 | 92 | 89 | 181 | 92 | 89 |
Profitability (%) | 44.6483 | 43.5583 | 45.7317 | 44.6483 | 43.5583 | 45.7317 |
Ratio Avg Win / Avg Loss | 1.661 | 1.9938 | 1.3372 | 1.2636 | 1.3735 | 1.1587 |
Largest Winning Trade | 156783 | 156783 | 48696 | 758238 | 758238 | 413541 |
Largest Losing Trade | -37263 | -27682 | -37263 | -326537 | -316348 | -326537 |
Avg Bars in Trades | 75 | 70 | 80 | 75 | 70 | 80 |
Avg Bars in Winners | 103 | 90 | 115 | 103 | 90 | 115 |
Avg Bars in Losers | 52 | 53 | 50 | 52 | 53 | 50 |
Bars Traded | 24607 | 11416 | 13191 | 24607 | 11416 | 13191 |
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 | 314239 | 280555 | -225869 | -330160 | -267040 | -580467 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 130, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 224, "offset": 0, "std": 1.3071 } } }
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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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