Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 577185.7801 | 462301.0785 | 114884.7016 | 1058184.9192 | 1524886.2011 | -466701.2819 |
Total P&L (%) | 577.1858 | 462.3011 | 114.8847 | 1058.1849 | 1524.8862 | -466.7013 |
Avg Daily Profit (%) | 0.3046 | 0.2439 | 0.0606 | 0.1293 | 0.1472 | 0 |
Buy And Hold Return (%) | 12.1675 | 12.1675 | 12.1675 | 12.1675 | 12.1675 | 12.1675 |
Max Trade Drawdown | -205262 | -115239 | -131436 | -2253859 | -862152 | -2037481 |
Profit Factor | 1.4138 | 1.6771 | 1.1614 | 1.0987 | 1.3097 | 0.9195 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 189 | 91 | 98 | 189 | 91 | 98 |
Losing Trades | 162 | 84 | 78 | 162 | 84 | 78 |
Profitability (%) | 53.8462 | 52 | 55.6818 | 53.8462 | 52 | 55.6818 |
Ratio Avg Win / Avg Loss | 1.2118 | 1.5481 | 0.9243 | 0.9417 | 1.209 | 0.7319 |
Largest Winning Trade | 71222 | 71222 | 47216 | 680174 | 680174 | 544574 |
Largest Losing Trade | -44804 | -35498 | -44804 | -836201 | -432493 | -836201 |
Avg Bars in Trades | 64 | 56 | 72 | 64 | 56 | 72 |
Avg Bars in Winners | 69 | 60 | 77 | 69 | 60 | 77 |
Avg Bars in Losers | 58 | 51 | 64 | 58 | 51 | 64 |
Bars Traded | 22546 | 9855 | 12691 | 22546 | 9855 | 12691 |
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 | 433604 | 424584 | -155581 | -131246 | 168357 | -579675 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 49, "offset": 0, "std": 1.01905 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 136, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 49, "offset": 0, "std": 1.01905 } } }
# | 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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