Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 673204.8182 | 753328.6016 | -80123.7834 | -2454496.111 | 5405510.508 | -7860006.619 |
Total P&L (%) | 673.2048 | 753.3286 | -80.1238 | -2454.4961 | 5405.5105 | -7860.0066 |
Avg Daily Profit (%) | 0.3587 | 0.4013 | -0.0427 | 0 | 0.2138 | 0 |
Buy And Hold Return (%) | 489.6739 | 489.6739 | 489.6739 | 489.6739 | 489.6739 | 489.6739 |
Max Trade Drawdown | -201512 | -116496 | -217238 | -8671238 | -2047669 | -9762018 |
Profit Factor | 1.9226 | 3.6134 | 0.8185 | 0.8875 | 1.7999 | 0.4779 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 39 | 17 | 22 | 44 | 25 | 19 |
Losing Trades | 40 | 23 | 17 | 35 | 15 | 20 |
Profitability (%) | 49.3671 | 42.5 | 56.4103 | 55.6962 | 62.5 | 48.7179 |
Ratio Avg Win / Avg Loss | 1.9719 | 4.8887 | 0.6325 | 0.7059 | 1.0799 | 0.503 |
Largest Winning Trade | 495813 | 495813 | 60351 | 1314193 | 1314193 | 1209175 |
Largest Losing Trade | -193697 | -28915 | -193697 | -6846833 | -1824404 | -6846833 |
Avg Bars in Trades | 137 | 100 | 174 | 137 | 100 | 174 |
Avg Bars in Winners | 188 | 141 | 224 | 111 | 94 | 134 |
Avg Bars in Losers | 87 | 70 | 110 | 169 | 111 | 212 |
Bars Traded | 10833 | 4032 | 6801 | 10833 | 4032 | 6801 |
Profit Streak | 0 | 0 | 0 | 82.7772 | 82.9438 | 82.7772 |
Trades During Streak | 0 | 0 | 0 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -67651 | 132560 | -579926 | -609860 | 485015 | -580294 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 233, "offset": 0, "std": 4.06159 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 250, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 233, "offset": 0, "std": 4.06159 } } }
# | 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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