Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1089568.8336 | 1039954.32 | 49614.5137 | 1980826.335 | 494089.9299 | 1486736.4051 |
Total P&L (%) | 1089.5688 | 1039.9543 | 49.6145 | 1980.8263 | 494.0899 | 1486.7364 |
Avg Daily Profit (%) | 0.583 | 0.5564 | 0.0265 | 0.1625 | 0.0954 | 0.148 |
Buy And Hold Return (%) | 569.9867 | 569.9867 | 569.9867 | 569.9867 | 569.9867 | 569.9867 |
Max Trade Drawdown | -174869 | -80416 | -122593 | -4929962 | -4092868 | -2366701 |
Profit Factor | 2.0541 | 2.9464 | 1.0994 | 1.0787 | 1.035 | 1.1345 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 147 | 76 | 71 | 147 | 76 | 71 |
Losing Trades | 158 | 77 | 81 | 158 | 77 | 81 |
Profitability (%) | 48.1967 | 49.6732 | 46.7105 | 48.1967 | 49.6732 | 46.7105 |
Ratio Avg Win / Avg Loss | 2.2078 | 2.9852 | 1.2542 | 1.1594 | 1.0486 | 1.2943 |
Largest Winning Trade | 462398 | 462398 | 56963 | 3298067 | 3298067 | 1787253 |
Largest Losing Trade | -42054 | -25973 | -42054 | -1263218 | -948554 | -1263218 |
Avg Bars in Trades | 18 | 15 | 20 | 18 | 15 | 20 |
Avg Bars in Winners | 24 | 17 | 31 | 24 | 17 | 31 |
Avg Bars in Losers | 12 | 13 | 10 | 12 | 13 | 10 |
Bars Traded | 5509 | 2400 | 3109 | 5509 | 2400 | 3109 |
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 | 320715 | 325762 | -435187 | -127742 | -413023 | -71828 |
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{ "first_band": { "type": "bbm", "factors": { "length": 155, "offset": 0, "std": 1.00057 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 6 } } }
# | 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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