Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 818559.4791 | 661839.6822 | 156719.7969 | 2888420.6088 | 1043072.1667 | 1845348.4421 |
Total P&L (%) | 818.5595 | 661.8397 | 156.7198 | 2888.4206 | 1043.0722 | 1845.3484 |
Avg Daily Profit (%) | 0.4141 | 0.3348 | 0.0793 | 0.172 | 0.1233 | 0.1503 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90709 | -101010 | -113533 | -2262363 | -2621514 | -899871 |
Profit Factor | 2.1086 | 2.6828 | 1.4542 | 1.3252 | 1.1996 | 1.5049 |
Total Trades | 167 | 84 | 83 | 167 | 84 | 83 |
Winning Trades | 56 | 22 | 34 | 56 | 22 | 34 |
Losing Trades | 111 | 62 | 49 | 111 | 62 | 49 |
Profitability (%) | 33.5329 | 26.1905 | 40.9639 | 33.5329 | 26.1905 | 40.9639 |
Ratio Avg Win / Avg Loss | 4.1795 | 7.5605 | 2.0957 | 2.6268 | 3.3807 | 2.1688 |
Largest Winning Trade | 222176 | 222176 | 73179 | 1552225 | 1462753 | 1552225 |
Largest Losing Trade | -56242 | -31675 | -56242 | -1163543 | -1163543 | -476246 |
Avg Bars in Trades | 46 | 41 | 51 | 46 | 41 | 51 |
Avg Bars in Winners | 102 | 106 | 99 | 102 | 106 | 99 |
Avg Bars in Losers | 18 | 18 | 17 | 18 | 18 | 17 |
Bars Traded | 7737 | 3496 | 4241 | 7737 | 3496 | 4241 |
Profit Streak | 0 | 0 | 562.7747 | 0 | 0 | 562.7747 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300540 | -10589 | -88222 | 130274 | -52704 | 244698 |
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{ "first_band": { "type": "bbm", "factors": { "length": 92, "offset": 0, "std": 2.08197 } }, "second_band": { "type": "bbm", "factors": { "length": 224, "offset": 0, "std": 1.63075 } } }
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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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