Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1281631.0803 | 1096501.3075 | 185129.7729 | 16243194.8217 | 1480445.4255 | 14762749.3962 |
Total P&L (%) | 1281.6311 | 1096.5013 | 185.1298 | 16243.1948 | 1480.4454 | 14762.7494 |
Avg Daily Profit (%) | 0.6154 | 0.5265 | 0.0889 | 0.245 | 0.1326 | 0.2404 |
Buy And Hold Return (%) | 78.0822 | 78.0822 | 78.0822 | 78.0822 | 78.0822 | 78.0822 |
Max Trade Drawdown | -104445 | -108344 | -97603 | -11778541 | -10328511 | -3746623 |
Profit Factor | 2.8891 | 3.7007 | 1.6796 | 1.3206 | 1.0404 | 2.0553 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 45.8333 | 40 | 51.6667 | 45.8333 | 40 | 51.6667 |
Ratio Avg Win / Avg Loss | 3.4144 | 5.551 | 1.5712 | 1.5608 | 1.5606 | 1.9227 |
Largest Winning Trade | 414643 | 414643 | 82757 | 6251014 | 5685870 | 6251014 |
Largest Losing Trade | -61766 | -28695 | -61766 | -4648591 | -4648591 | -1787462 |
Avg Bars in Trades | 206 | 185 | 227 | 206 | 185 | 227 |
Avg Bars in Winners | 293 | 288 | 297 | 293 | 288 | 297 |
Avg Bars in Losers | 133 | 117 | 153 | 133 | 117 | 153 |
Bars Traded | 24805 | 11150 | 13655 | 24805 | 11150 | 13655 |
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 | 568876 | -155676 | -244483 | 303897 | -363910 | -156674 |
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{ "first_band": { "type": "rma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 237, "offset": 0, "std": 4.16174 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 91, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 237, "offset": 0, "std": 4.16174 } } }
# | 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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