Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 881720.7549 | 778089.7137 | 103631.0413 | 2012926.3546 | 1917323.6072 | 95602.7474 |
Total P&L (%) | 881.7208 | 778.0897 | 103.631 | 2012.9264 | 1917.3236 | 95.6027 |
Avg Daily Profit (%) | 0.4078 | 0.3599 | 0.0479 | 0.1412 | 0.1391 | 0.031 |
Buy And Hold Return (%) | 494.2744 | 494.2744 | 494.2744 | 494.2744 | 494.2744 | 494.2744 |
Max Trade Drawdown | -103180 | -74925 | -94318 | -2471661 | -3039520 | -2280616 |
Profit Factor | 2.6969 | 4.1409 | 1.3812 | 1.2337 | 1.4057 | 1.0246 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 61.194 | 61.7647 | 60.6061 | 61.194 | 61.7647 | 60.6061 |
Ratio Avg Win / Avg Loss | 1.7103 | 2.5634 | 0.8978 | 0.7824 | 0.8702 | 0.666 |
Largest Winning Trade | 212578 | 212578 | 58239 | 1362243 | 1362243 | 1237659 |
Largest Losing Trade | -88247 | -41256 | -88247 | -2156205 | -1891456 | -2156205 |
Avg Bars in Trades | 59 | 51 | 68 | 59 | 51 | 68 |
Avg Bars in Winners | 62 | 50 | 75 | 62 | 50 | 75 |
Avg Bars in Losers | 55 | 52 | 58 | 55 | 52 | 58 |
Bars Traded | 4012 | 1744 | 2268 | 4012 | 1744 | 2268 |
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 | -112919 | 300584 | -294410 | -127813 | -8736 | -510983 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 3.09264 } } }
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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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