Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 362311.8464 | 434796.2544 | -72484.408 | -87058.4867 | 166274.6111 | -253333.0977 |
Total P&L (%) | 362.3118 | 434.7963 | -72.4844 | -87.0585 | 166.2746 | -253.3331 |
Avg Daily Profit (%) | 0.1911 | 0.2293 | -0.0382 | -0.1078 | 0.0517 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -313052 | -191227 | -129851 | -418266 | -167130 | -283686 |
Profit Factor | 1.4821 | 2.0992 | 0.7963 | 0.8877 | 1.5107 | 0.4362 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Profitability (%) | 40.2062 | 39.5833 | 40.8163 | 40.2062 | 39.5833 | 40.8163 |
Ratio Avg Win / Avg Loss | 2.2042 | 3.204 | 1.1547 | 1.3201 | 2.3058 | 0.6324 |
Largest Winning Trade | 517139 | 517139 | 44121 | 348672 | 348672 | 102749 |
Largest Losing Trade | -60209 | -38763 | -60209 | -116280 | -116280 | -113938 |
Avg Bars in Trades | 56 | 73 | 40 | 56 | 73 | 40 |
Avg Bars in Winners | 93 | 125 | 63 | 93 | 125 | 63 |
Avg Bars in Losers | 32 | 39 | 24 | 32 | 39 | 24 |
Bars Traded | 5514 | 3548 | 1966 | 5514 | 3548 | 1966 |
Profit Streak | 13.3708 | 13.3708 | 28.3708 | 13.3708 | 13.3708 | 28.3708 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 280929 | 306169 | -581577 | -581160 | -124804 | -583244 |
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{ "first_band": { "type": "bbm", "factors": { "length": 129, "offset": 0, "std": 4.10118 } }, "second_band": { "type": "dcu", "factors": { "length": 17, "offset": 0 } } }
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# | 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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