Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1579376.7855 | 1599646.5051 | -20269.7196 | 8563522.5466 | 14229383.4213 | -5665860.8748 |
Total P&L (%) | 1579.3768 | 1599.6465 | -20.2697 | 8563.5225 | 14229.3834 | -5665.8609 |
Avg Daily Profit (%) | 0.8454 | 0.8562 | -0.0109 | 0.2391 | 0.2661 | 0 |
Buy And Hold Return (%) | 7471.0101 | 7471.0101 | 7471.0101 | 7471.0101 | 7471.0101 | 7471.0101 |
Max Trade Drawdown | -72659 | -55654 | -110738 | -6635057 | -3008285 | -7079545 |
Profit Factor | 4.3409 | 8.8618 | 0.9247 | 1.4356 | 2.6819 | 0.4941 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 56.0606 | 60.6061 | 51.5152 | 56.0606 | 60.6061 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.4023 | 5.7601 | 0.8703 | 1.1252 | 1.7432 | 0.4651 |
Largest Winning Trade | 1008734 | 1008734 | 66520 | 8220822 | 8220822 | 2202672 |
Largest Losing Trade | -55654 | -55654 | -43517 | -3659294 | -3008285 | -3659294 |
Avg Bars in Trades | 104 | 105 | 104 | 104 | 105 | 104 |
Avg Bars in Winners | 135 | 130 | 140 | 135 | 130 | 140 |
Avg Bars in Losers | 66 | 67 | 65 | 66 | 67 | 65 |
Bars Traded | 6929 | 3483 | 3446 | 6929 | 3483 | 3446 |
Profit Streak | 0 | 230.8211 | 0 | 0 | 230.8211 | 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 | -272974 | -141711 | -580606 | -238712 | 306623 | -580606 |
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{ "first_band": { "type": "midprice", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 189, "offset": 0, "std": 1.7712 } } }
# | 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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