Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807647.0001 | 877080.2126 | -69433.2125 | -26540.659 | 137282.0645 | -163822.7234 |
Total P&L (%) | 807.647 | 877.0802 | -69.4332 | -26.5407 | 137.2821 | -163.8227 |
Avg Daily Profit (%) | 0.3725 | 0.4045 | -0.032 | -0.0142 | 0.0399 | 0 |
Buy And Hold Return (%) | 176.8943 | 176.8943 | 176.8943 | 176.8943 | 176.8943 | 176.8943 |
Max Trade Drawdown | -226415 | -179264 | -119402 | -1080553 | -1014864 | -435194 |
Profit Factor | 1.6638 | 2.0249 | 0.8076 | 0.9935 | 1.0461 | 0.8479 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 93 | 44 | 49 | 93 | 44 | 49 |
Losing Trades | 127 | 66 | 61 | 127 | 66 | 61 |
Profitability (%) | 42.2727 | 40 | 44.5455 | 42.2727 | 40 | 44.5455 |
Ratio Avg Win / Avg Loss | 2.2721 | 3.0373 | 1.0054 | 1.3566 | 1.5692 | 1.0555 |
Largest Winning Trade | 393326 | 393326 | 17189 | 640645 | 640645 | 76328 |
Largest Losing Trade | -49877 | -49877 | -30067 | -443777 | -443777 | -141155 |
Avg Bars in Trades | 58 | 105 | 11 | 58 | 105 | 11 |
Avg Bars in Winners | 74 | 144 | 12 | 74 | 144 | 12 |
Avg Bars in Losers | 46 | 79 | 11 | 46 | 79 | 11 |
Bars Traded | 12854 | 11575 | 1279 | 12854 | 11575 | 1279 |
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 | 327261 | 292074 | -581216 | -580964 | -478268 | -581216 |
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{ "first_band": { "type": "bbm", "factors": { "length": 248, "offset": 0, "std": 1.14981 } }, "second_band": { "type": "bbu", "factors": { "length": 210, "offset": 0, "std": 2.51108 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 248, "offset": 0, "std": 1.14981 } }, "second_band": { "type": "bbu", "factors": { "length": 210, "offset": 0, "std": 2.51108 } } }
# | 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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