Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286897.4262 | 301098.3161 | -14200.8899 | -1397240.8725 | 143986.0215 | -1541226.894 |
Total P&L (%) | 286.8974 | 301.0983 | -14.2009 | -1397.2409 | 143.986 | -1541.2269 |
Avg Daily Profit (%) | 0.1508 | 0.1583 | -0.0075 | 0 | 0.0469 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -349538 | -65017 | -297725 | -4189688 | -1498797 | -2926125 |
Profit Factor | 1.3467 | 1.9591 | 0.9723 | 0.8645 | 1.0363 | 0.7571 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 57 | 29 | 28 | 38 | 23 | 15 |
Losing Trades | 38 | 19 | 19 | 57 | 25 | 32 |
Profitability (%) | 60 | 60.4167 | 59.5745 | 40 | 47.9167 | 31.9149 |
Ratio Avg Win / Avg Loss | 0.8978 | 1.2836 | 0.6598 | 1.2968 | 1.1264 | 1.6152 |
Largest Winning Trade | 103807 | 103807 | 64418 | 1618563 | 912190 | 1618563 |
Largest Losing Trade | -230158 | -41286 | -230158 | -1375168 | -1345356 | -1375168 |
Avg Bars in Trades | 77 | 49 | 106 | 77 | 49 | 106 |
Avg Bars in Winners | 80 | 47 | 115 | 75 | 54 | 108 |
Avg Bars in Losers | 73 | 53 | 93 | 78 | 45 | 105 |
Bars Traded | 7374 | 2383 | 4991 | 7374 | 2383 | 4991 |
Profit Streak | 0 | 0 | 493.9487 | 490.4487 | 490.6987 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 268310 | 407303 | -578495 | -582162 | -311030 | -584952 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 3.43452 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 66, "offset": 0, "std": 3.43452 } } }
# | 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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