Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2296786.0354 | 2310371.6528 | -13585.6174 | 454310.7911 | 640887.8729 | -186577.0818 |
Total P&L (%) | 2296.786 | 2310.3717 | -13.5856 | 454.3108 | 640.8879 | -186.5771 |
Avg Daily Profit (%) | 1.225 | 1.2323 | -0.0072 | 0.0914 | 0.1069 | 0 |
Buy And Hold Return (%) | 317.0803 | 317.0803 | 317.0803 | 317.0803 | 317.0803 | 317.0803 |
Max Trade Drawdown | -234908 | -222679 | -23547 | -10398363 | -10073802 | -406661 |
Profit Factor | 4.7085 | 5.1882 | 0.7993 | 1.0338 | 1.0505 | 0.7542 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 34.7368 | 25.5319 | 43.75 | 34.7368 | 25.5319 | 43.75 |
Ratio Avg Win / Avg Loss | 8.8462 | 15.1323 | 1.0277 | 1.9422 | 3.0639 | 0.9697 |
Largest Winning Trade | 1725235 | 1725235 | 11199 | 9243885 | 9243885 | 148850 |
Largest Losing Trade | -53023 | -53023 | -12046 | -5164617 | -5164617 | -164304 |
Avg Bars in Trades | 230 | 462 | 4 | 230 | 462 | 4 |
Avg Bars in Winners | 338 | 920 | 5 | 338 | 920 | 5 |
Avg Bars in Losers | 173 | 304 | 2 | 173 | 304 | 2 |
Bars Traded | 21919 | 21719 | 200 | 21919 | 21719 | 200 |
Profit Streak | 0 | 124.8805 | 0 | 0 | 124.8805 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 555609 | -5626 | -581175 | -290055 | -247639 | -582842 |
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{ "first_band": { "type": "bbl", "factors": { "length": 227, "offset": 0, "std": 2.63919 } }, "second_band": { "type": "fwma", "factors": { "length": 155, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 227, "offset": 0, "std": 2.63919 } }, "second_band": { "type": "fwma", "factors": { "length": 155, "offset": 0 } } }
# | 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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