Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2725156.7631 | 2608938.8643 | 116217.8988 | 4320706.2063 | 350590.5777 | 3970115.6286 |
Total P&L (%) | 2725.1568 | 2608.9389 | 116.2179 | 4320.7062 | 350.5906 | 3970.1156 |
Avg Daily Profit (%) | 1.1809 | 1.1305 | 0.0504 | 0.1643 | 0.0653 | 0.1607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136721 | -77320 | -88831 | -6641816 | -6529666 | -3045901 |
Profit Factor | 4.9071 | 7.7925 | 1.3708 | 1.1802 | 1.0234 | 1.4402 |
Total Trades | 81 | 41 | 40 | 81 | 41 | 40 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 38.2716 | 34.1463 | 42.5 | 38.2716 | 34.1463 | 42.5 |
Ratio Avg Win / Avg Loss | 7.9147 | 15.0284 | 1.8547 | 1.9036 | 1.9738 | 1.9486 |
Largest Winning Trade | 2226861 | 2226861 | 83598 | 4373617 | 4373617 | 2869576 |
Largest Losing Trade | -44750 | -44750 | -35006 | -1768476 | -1768476 | -1284728 |
Avg Bars in Trades | 107 | 95 | 118 | 107 | 95 | 118 |
Avg Bars in Winners | 200 | 187 | 210 | 200 | 187 | 210 |
Avg Bars in Losers | 49 | 47 | 51 | 49 | 47 | 51 |
Bars Traded | 8680 | 3921 | 4759 | 8680 | 3921 | 4759 |
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 | 13851 | 570656 | -126920 | -34270 | -305561 | 247160 |
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{ "first_band": { "type": "bbm", "factors": { "length": 218, "offset": 0, "std": 4.71575 } }, "second_band": { "type": "linreg", "factors": { "length": 71, "offset": 0 } } }
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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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