Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 638026.7876 | 475986.9134 | 162039.8742 | 2643528.4787 | 1067882.5455 | 1575645.9332 |
Total P&L (%) | 638.0268 | 475.9869 | 162.0399 | 2643.5285 | 1067.8825 | 1575.6459 |
Avg Daily Profit (%) | 0.3604 | 0.2689 | 0.0915 | 0.1872 | 0.1389 | 0.1594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94403 | -83285 | -61375 | -633597 | -688579 | -401886 |
Profit Factor | 2.1822 | 2.7582 | 1.6025 | 1.7878 | 1.5333 | 2.1644 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 48.3146 | 45.4545 | 51.1111 | 48.3146 | 45.4545 | 51.1111 |
Ratio Avg Win / Avg Loss | 2.3345 | 3.3098 | 1.5328 | 1.9125 | 1.8399 | 2.0703 |
Largest Winning Trade | 196004 | 196004 | 73444 | 698635 | 406985 | 698635 |
Largest Losing Trade | -36734 | -36734 | -30721 | -350684 | -350684 | -307064 |
Avg Bars in Trades | 115 | 107 | 124 | 115 | 107 | 124 |
Avg Bars in Winners | 175 | 165 | 184 | 175 | 165 | 184 |
Avg Bars in Losers | 60 | 59 | 60 | 60 | 59 | 60 |
Bars Traded | 10319 | 4731 | 5588 | 10319 | 4731 | 5588 |
Profit Streak | 33.8152 | 0 | 46.6485 | 33.8152 | 0 | 46.6485 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 492630 | 423500 | -66963 | 411948 | -6240 | 452747 |
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{ "first_band": { "type": "sma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 42, "offset": 0, "std": 2.69718 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 42, "offset": 0, "std": 2.69718 } } }
# | 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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