Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132409.2215 | 96424.4215 | 35984.8 | 154862.4617 | 128091.3866 | 26771.0751 |
Total P&L (%) | 132.4092 | 96.4244 | 35.9848 | 154.8625 | 128.0914 | 26.7711 |
Avg Daily Profit (%) | 0.2542 | 0.1851 | 0.0691 | 0.1798 | 0.1584 | 0.0456 |
Buy And Hold Return (%) | 31.7046 | 31.7046 | 31.7046 | 31.7046 | 31.7046 | 31.7046 |
Max Trade Drawdown | -43292 | -25092 | -44744 | -104876 | -62622 | -92598 |
Profit Factor | 1.3746 | 1.6284 | 1.1799 | 1.2523 | 1.4933 | 1.0756 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Profitability (%) | 52.795 | 51.8519 | 53.75 | 52.795 | 51.8519 | 53.75 |
Ratio Avg Win / Avg Loss | 1.229 | 1.5121 | 1.0153 | 1.1197 | 1.3867 | 0.9255 |
Largest Winning Trade | 18938 | 18938 | 15407 | 31016 | 30085 | 31016 |
Largest Losing Trade | -23152 | -16458 | -23152 | -38224 | -21791 | -38224 |
Avg Bars in Trades | 153 | 154 | 153 | 153 | 154 | 153 |
Avg Bars in Winners | 155 | 164 | 146 | 155 | 164 | 146 |
Avg Bars in Losers | 152 | 144 | 160 | 152 | 144 | 160 |
Bars Traded | 24765 | 12523 | 12242 | 24765 | 12523 | 12242 |
Profit Streak | 13.6241 | 13.6241 | 15.3533 | 13.6241 | 13.6241 | 15.3533 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 315273 | -3706 | -265581 | 288140 | -4864 | -455329 |
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{ "first_band": { "type": "bbm", "factors": { "length": 177, "offset": 0, "std": 2.64744 } }, "second_band": { "type": "rma", "factors": { "length": 93, "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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