Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1636982.0379 | 1555262.2303 | 81719.8077 | 42652047.2062 | 34411569.3855 | 8240477.8207 |
Total P&L (%) | 1636.982 | 1555.2622 | 81.7198 | 42652.0472 | 34411.5694 | 8240.4778 |
Avg Daily Profit (%) | 0.8775 | 0.8337 | 0.0438 | 0.3253 | 0.3138 | 0.2374 |
Buy And Hold Return (%) | 6632.1902 | 6632.1902 | 6632.1902 | 6632.1902 | 6632.1902 | 6632.1902 |
Max Trade Drawdown | -172096 | -133636 | -70426 | -9715727 | -7737895 | -13091945 |
Profit Factor | 4.6785 | 7.7789 | 1.3791 | 1.9866 | 3.1009 | 1.3069 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Profitability (%) | 50.6849 | 55.5556 | 45.9459 | 50.6849 | 55.5556 | 45.9459 |
Ratio Avg Win / Avg Loss | 4.552 | 6.2231 | 1.6224 | 1.9329 | 2.4807 | 1.5375 |
Largest Winning Trade | 565514 | 565514 | 65574 | 12726694 | 9798345 | 12726694 |
Largest Losing Trade | -48977 | -48977 | -27601 | -9057674 | -3565482 | -9057674 |
Avg Bars in Trades | 98 | 100 | 96 | 98 | 100 | 96 |
Avg Bars in Winners | 145 | 147 | 143 | 145 | 147 | 143 |
Avg Bars in Losers | 50 | 43 | 55 | 50 | 43 | 55 |
Bars Traded | 7194 | 3635 | 3559 | 7194 | 3635 | 3559 |
Profit Streak | 0 | 166.631 | 0 | 0 | 166.631 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -221174 | -142369 | -300069 | -63685 | 554837 | -82310 |
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{ "first_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 2.39618 } }, "second_band": { "type": "bbm", "factors": { "length": 56, "offset": 0, "std": 2.93217 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 2.39618 } }, "second_band": { "type": "bbm", "factors": { "length": 56, "offset": 0, "std": 2.93217 } } }
# | 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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