Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 808574.4774 | 891585.5232 | -83011.0458 | 1983.9051 | 282377.7191 | -280393.814 |
Total P&L (%) | 808.5745 | 891.5855 | -83.011 | 1.9839 | 282.3777 | -280.3938 |
Avg Daily Profit (%) | 0.372 | 0.4102 | -0.0382 | 0.0009 | 0.0617 | 0 |
Buy And Hold Return (%) | 243.1694 | 243.1694 | 243.1694 | 243.1694 | 243.1694 | 243.1694 |
Max Trade Drawdown | -212117 | -191827 | -95671 | -1706674 | -1569689 | -338781 |
Profit Factor | 2.4577 | 3.0974 | 0.3595 | 1.0007 | 1.1244 | 0.4088 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Profitability (%) | 40 | 37.8378 | 42.1053 | 40 | 37.8378 | 42.1053 |
Ratio Avg Win / Avg Loss | 3.6865 | 5.0885 | 0.4943 | 1.5011 | 1.8472 | 0.5621 |
Largest Winning Trade | 638801 | 638801 | 13206 | 858880 | 858880 | 48607 |
Largest Losing Trade | -56758 | -56758 | -20953 | -573111 | -573111 | -115398 |
Avg Bars in Trades | 170 | 332 | 13 | 170 | 332 | 13 |
Avg Bars in Winners | 286 | 599 | 12 | 286 | 599 | 12 |
Avg Bars in Losers | 93 | 169 | 14 | 93 | 169 | 14 |
Bars Traded | 12809 | 12289 | 520 | 12809 | 12289 | 520 |
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 | -53797 | 306340 | -583557 | -641166 | -313415 | -583557 |
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{ "first_band": { "type": "bbm", "factors": { "length": 133, "offset": 0, "std": 1.4669 } }, "second_band": { "type": "dcu", "factors": { "length": 61, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 133, "offset": 0, "std": 1.4669 } }, "second_band": { "type": "dcu", "factors": { "length": 61, "offset": 0 } } }
# | 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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