Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1060848.0222 | 903160.4397 | 157687.5825 | 1395207.3115 | -105209.4101 | 1500416.7216 |
Total P&L (%) | 1060.848 | 903.1604 | 157.6876 | 1395.2073 | -105.2094 | 1500.4167 |
Avg Daily Profit (%) | 0.4597 | 0.3914 | 0.0683 | 0.1173 | 0 | 0.1202 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -171527 | -95235 | -225166 | -3845254 | -3873968 | -1558543 |
Profit Factor | 1.5747 | 1.9903 | 1.1689 | 1.0853 | 0.9882 | 1.2024 |
Total Trades | 454 | 227 | 227 | 454 | 227 | 227 |
Winning Trades | 163 | 68 | 95 | 163 | 68 | 95 |
Losing Trades | 291 | 159 | 132 | 291 | 159 | 132 |
Profitability (%) | 35.9031 | 29.9559 | 41.8502 | 35.9031 | 29.9559 | 41.8502 |
Ratio Avg Win / Avg Loss | 2.8113 | 4.6537 | 1.6241 | 1.9375 | 2.3108 | 1.6707 |
Largest Winning Trade | 501228 | 501228 | 56576 | 2542473 | 2542473 | 785676 |
Largest Losing Trade | -33322 | -20172 | -33322 | -819024 | -819024 | -591688 |
Avg Bars in Trades | 20 | 19 | 21 | 20 | 19 | 21 |
Avg Bars in Winners | 35 | 38 | 33 | 35 | 38 | 33 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 9177 | 4363 | 4814 | 9177 | 4363 | 4814 |
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 | 370782 | 230149 | -137624 | -164491 | -585061 | -33749 |
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{ "first_band": { "type": "bbm", "factors": { "length": 174, "offset": 0, "std": 4.29044 } }, "second_band": { "type": "bbm", "factors": { "length": 224, "offset": 0, "std": 3.88428 } } }
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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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