Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 465258.2457 | 453635.9708 | 11622.2748 | -73107.4606 | 1008635.0487 | -1081742.5093 |
Total P&L (%) | 465.2582 | 453.636 | 11.6223 | -73.1075 | 1008.635 | -1081.7425 |
Avg Daily Profit (%) | 0.2355 | 0.2296 | 0.0059 | -0.0664 | 0.1218 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -185711 | -188996 | -214917 | -939424 | -81507 | -1176078 |
Profit Factor | 1.4801 | 1.9175 | 1.0245 | 0.9596 | 4.3865 | 0.2845 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 47.0085 | 42.3729 | 51.7241 | 47.0085 | 42.3729 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.6685 | 2.6078 | 0.9562 | 1.0817 | 5.9657 | 0.2655 |
Largest Winning Trade | 175044 | 175044 | 46466 | 369609 | 369609 | 132810 |
Largest Losing Trade | -91761 | -60433 | -91761 | -865931 | -44075 | -865931 |
Avg Bars in Trades | 98 | 108 | 89 | 98 | 108 | 89 |
Avg Bars in Winners | 136 | 152 | 122 | 136 | 152 | 122 |
Avg Bars in Losers | 65 | 75 | 53 | 65 | 75 | 53 |
Bars Traded | 11569 | 6381 | 5188 | 11569 | 6381 | 5188 |
Profit Streak | 0 | 0 | 668.209 | 0 | 0 | 668.209 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 337214 | -168131 | -674403 | -579964 | -202262 | -759652 |
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{ "first_band": { "type": "bbm", "factors": { "length": 131, "offset": 0, "std": 1.47738 } }, "second_band": { "type": "rma", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 131, "offset": 0, "std": 1.47738 } }, "second_band": { "type": "rma", "factors": { "length": 65, "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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