Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1042260.0883 | 905316.3551 | 136943.7332 | 4499537.2537 | 2897280.1346 | 1602257.1191 |
Total P&L (%) | 1042.2601 | 905.3164 | 136.9437 | 4499.5373 | 2897.2801 | 1602.2571 |
Avg Daily Profit (%) | 0.5684 | 0.4937 | 0.0747 | 0.209 | 0.1856 | 0.1547 |
Buy And Hold Return (%) | 174.9738 | 174.9738 | 174.9738 | 174.9738 | 174.9738 | 174.9738 |
Max Trade Drawdown | -117914 | -81035 | -67097 | -1743682 | -1829590 | -1995092 |
Profit Factor | 2.7603 | 4.047 | 1.4642 | 1.5638 | 1.6729 | 1.4361 |
Total Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 65 | 37 | 28 | 65 | 37 | 28 |
Profitability (%) | 51.8519 | 45.5882 | 58.209 | 51.8519 | 45.5882 | 58.209 |
Ratio Avg Win / Avg Loss | 2.5631 | 4.8303 | 1.0512 | 1.4521 | 1.9966 | 1.031 |
Largest Winning Trade | 682370 | 682370 | 39588 | 2216385 | 2216385 | 1203821 |
Largest Losing Trade | -36154 | -22098 | -36154 | -1063938 | -1063938 | -1057731 |
Avg Bars in Trades | 53 | 52 | 53 | 53 | 52 | 53 |
Avg Bars in Winners | 71 | 81 | 64 | 71 | 81 | 64 |
Avg Bars in Losers | 33 | 28 | 39 | 33 | 28 | 39 |
Bars Traded | 7173 | 3558 | 3615 | 7173 | 3558 | 3615 |
Profit Streak | 0 | 0 | 39.5953 | 0 | 0 | 39.5953 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 588807 | -94747 | -372992 | 374707 | -100090 | -106502 |
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{ "first_band": { "type": "bbm", "factors": { "length": 197, "offset": 0, "std": 4.34506 } }, "second_band": { "type": "bbm", "factors": { "length": 69, "offset": 0, "std": 4.36575 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 197, "offset": 0, "std": 4.34506 } }, "second_band": { "type": "bbm", "factors": { "length": 69, "offset": 0, "std": 4.36575 } } }
# | 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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