Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714659.0311 | 532284.4648 | 182374.5663 | 1275196.8489 | 117161.1214 | 1158035.7275 |
Total P&L (%) | 714.659 | 532.2845 | 182.3746 | 1275.1968 | 117.1611 | 1158.0357 |
Avg Daily Profit (%) | 0.376 | 0.2801 | 0.096 | 0.138 | 0.0408 | 0.1333 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84236 | -107730 | -64677 | -677043 | -676480 | -243200 |
Profit Factor | 2.4508 | 2.6656 | 2.054 | 1.3607 | 1.0447 | 2.2699 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 30 | 13 | 17 | 30 | 13 | 17 |
Losing Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Profitability (%) | 42.2535 | 37.1429 | 47.2222 | 42.2535 | 37.1429 | 47.2222 |
Ratio Avg Win / Avg Loss | 3.3494 | 4.511 | 2.2957 | 1.8597 | 1.7679 | 2.5369 |
Largest Winning Trade | 334424 | 334424 | 59419 | 743561 | 743561 | 367322 |
Largest Losing Trade | -50892 | -47799 | -50892 | -463965 | -463965 | -200399 |
Avg Bars in Trades | 71 | 109 | 35 | 71 | 109 | 35 |
Avg Bars in Winners | 88 | 139 | 49 | 88 | 139 | 49 |
Avg Bars in Losers | 59 | 91 | 23 | 59 | 91 | 23 |
Bars Traded | 5097 | 3816 | 1281 | 5097 | 3816 | 1281 |
Profit Streak | 137.911 | 137.911 | 232.5777 | 137.911 | 137.911 | 232.5777 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78726 | 337214 | -61073 | -99758 | -313120 | -10428 |
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{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 2.7498 } }, "second_band": { "type": "midprice", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 115, "offset": 0, "std": 2.7498 } }, "second_band": { "type": "midprice", "factors": { "length": 164, "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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