Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 575381.6038 | 536714.7003 | 38666.9035 | 187604.8563 | 294482.1403 | -106877.284 |
Total P&L (%) | 575.3816 | 536.7147 | 38.6669 | 187.6049 | 294.4821 | -106.8773 |
Avg Daily Profit (%) | 0.23 | 0.2146 | 0.0155 | 0.0422 | 0.0549 | 0 |
Buy And Hold Return (%) | 11.0125 | 11.0125 | 11.0125 | 11.0125 | 11.0125 | 11.0125 |
Max Trade Drawdown | -151770 | -82829 | -200712 | -370711 | -274565 | -276929 |
Profit Factor | 1.3211 | 1.5829 | 1.0444 | 1.0506 | 1.1517 | 0.9395 |
Total Trades | 461 | 231 | 230 | 461 | 231 | 230 |
Winning Trades | 192 | 87 | 105 | 192 | 87 | 105 |
Losing Trades | 269 | 144 | 125 | 269 | 144 | 125 |
Profitability (%) | 41.6486 | 37.6623 | 45.6522 | 41.6486 | 37.6623 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.8509 | 2.62 | 1.2433 | 1.472 | 1.9062 | 1.1184 |
Largest Winning Trade | 138779 | 138779 | 40525 | 246274 | 246274 | 104330 |
Largest Losing Trade | -69089 | -29338 | -69089 | -131792 | -84119 | -131792 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 43 | 41 | 45 | 43 | 41 | 45 |
Avg Bars in Losers | 23 | 22 | 24 | 23 | 22 | 24 |
Bars Traded | 14714 | 6896 | 7818 | 14714 | 6896 | 7818 |
Profit Streak | 0 | 0 | 39.5906 | 0 | 0 | 39.5906 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316078 | 259897 | -346605 | -302175 | -176082 | -579166 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 4.89142 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 4.89142 } } }
# | 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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