Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 917876.1515 | 736175.5151 | 181700.6364 | 10312999.1518 | 6319452.1935 | 3993546.9583 |
Total P&L (%) | 917.8762 | 736.1755 | 181.7006 | 10312.9992 | 6319.4522 | 3993.547 |
Avg Daily Profit (%) | 0.3653 | 0.2929 | 0.0723 | 0.185 | 0.1658 | 0.1478 |
Buy And Hold Return (%) | 301.6074 | 301.6074 | 301.6074 | 301.6074 | 301.6074 | 301.6074 |
Max Trade Drawdown | -98570 | -94990 | -75141 | -1995789 | -1995789 | -994763 |
Profit Factor | 3.0765 | 4.4374 | 1.7974 | 2.2994 | 2.1403 | 2.6675 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 63.9535 | 65.1163 | 62.7907 | 63.9535 | 65.1163 | 62.7907 |
Ratio Avg Win / Avg Loss | 1.734 | 2.3772 | 1.0651 | 1.296 | 1.1466 | 1.5808 |
Largest Winning Trade | 366415 | 366415 | 42559 | 4685502 | 4685502 | 2020618 |
Largest Losing Trade | -54628 | -38697 | -54628 | -1995789 | -1995789 | -612181 |
Avg Bars in Trades | 83 | 103 | 63 | 83 | 103 | 63 |
Avg Bars in Winners | 83 | 79 | 88 | 83 | 79 | 88 |
Avg Bars in Losers | 83 | 148 | 22 | 83 | 148 | 22 |
Bars Traded | 7188 | 4450 | 2739 | 7188 | 4450 | 2739 |
Profit Streak | 0 | 0 | 335.0681 | 0 | 0 | 335.0681 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 524575 | 513901 | -256827 | 485751 | 457754 | 462483 |
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{ "first_band": { "type": "bbm", "factors": { "length": 48, "offset": 0, "std": 2.25637 } }, "second_band": { "type": "midprice", "factors": { "length": 217, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 48, "offset": 0, "std": 2.25637 } }, "second_band": { "type": "midprice", "factors": { "length": 217, "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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