Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 722504.6583 | 544636.5766 | 177868.0817 | 2340874.4613 | 1456193.9462 | 884680.5151 |
Total P&L (%) | 722.5047 | 544.6366 | 177.8681 | 2340.8745 | 1456.1939 | 884.6805 |
Avg Daily Profit (%) | 0.3654 | 0.2754 | 0.0899 | 0.1617 | 0.1389 | 0.1157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98267 | -124814 | -56125 | -4421984 | -4052277 | -1991903 |
Profit Factor | 1.9368 | 2.0805 | 1.6657 | 1.1452 | 1.1363 | 1.1625 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Losing Trades | 86 | 42 | 44 | 86 | 42 | 44 |
Profitability (%) | 50.5747 | 51.7241 | 49.4253 | 50.5747 | 51.7241 | 49.4253 |
Ratio Avg Win / Avg Loss | 1.8928 | 1.9418 | 1.7044 | 1.1191 | 1.0606 | 1.1895 |
Largest Winning Trade | 201825 | 201825 | 35240 | 3868666 | 3868666 | 715786 |
Largest Losing Trade | -64319 | -64319 | -33948 | -2457912 | -2457912 | -1964072 |
Avg Bars in Trades | 22 | 31 | 12 | 22 | 31 | 12 |
Avg Bars in Winners | 28 | 40 | 16 | 28 | 40 | 16 |
Avg Bars in Losers | 15 | 22 | 9 | 15 | 22 | 9 |
Bars Traded | 3862 | 2758 | 1104 | 3862 | 2758 | 1104 |
Profit Streak | 0 | 0 | 513.974 | 0 | 0 | 513.974 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 518150 | 451439 | -69406 | -51884 | -77877 | -79536 |
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{ "first_band": { "type": "bbm", "factors": { "length": 56, "offset": 0, "std": 3.21835 } }, "second_band": { "type": "midpoint", "factors": { "length": 53, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 56, "offset": 0, "std": 3.21835 } }, "second_band": { "type": "midpoint", "factors": { "length": 53, "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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