Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1049826.3549 | 941154.8002 | 108671.5547 | 6352237.33 | 5428286.8977 | 923950.4322 |
Total P&L (%) | 1049.8264 | 941.1548 | 108.6716 | 6352.2373 | 5428.2869 | 923.9504 |
Avg Daily Profit (%) | 0.42 | 0.3765 | 0.0435 | 0.1668 | 0.1606 | 0.0931 |
Buy And Hold Return (%) | 431.0552 | 431.0552 | 431.0552 | 431.0552 | 431.0552 | 431.0552 |
Max Trade Drawdown | -89212 | -57607 | -77570 | -19848040 | -12941624 | -15330371 |
Profit Factor | 2.8486 | 4.5059 | 1.3629 | 1.1213 | 1.197 | 1.0373 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 45.3608 | 42.8571 | 47.9167 | 45.3608 | 42.8571 | 47.9167 |
Ratio Avg Win / Avg Loss | 3.4312 | 6.0079 | 1.4814 | 1.3507 | 1.596 | 1.1275 |
Largest Winning Trade | 481283 | 481283 | 56611 | 8626491 | 8626491 | 4071822 |
Largest Losing Trade | -50184 | -26544 | -50184 | -10448169 | -3763991 | -10448169 |
Avg Bars in Trades | 101 | 96 | 106 | 101 | 96 | 106 |
Avg Bars in Winners | 168 | 165 | 171 | 168 | 165 | 171 |
Avg Bars in Losers | 46 | 45 | 46 | 46 | 45 | 46 |
Bars Traded | 9850 | 4745 | 5105 | 9850 | 4745 | 5105 |
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 | 353674 | 310717 | -300873 | -80839 | 82735 | -254439 |
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{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 2.38544 } }, "second_band": { "type": "midpoint", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 122, "offset": 0, "std": 2.38544 } }, "second_band": { "type": "midpoint", "factors": { "length": 36, "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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