Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76497.221 | 41881.7012 | 34615.5198 | 79294.4638 | 40209.3696 | 39085.0943 |
Total P&L (%) | 76.4972 | 41.8817 | 34.6155 | 79.2945 | 40.2094 | 39.0851 |
Avg Daily Profit (%) | 0.1666 | 0.0912 | 0.0754 | 0.1273 | 0.0736 | 0.0719 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29852 | -14534 | -27728 | -30160 | -16275 | -27894 |
Profit Factor | 1.4679 | 1.5018 | 1.4325 | 1.4239 | 1.4297 | 1.4181 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 98 | 50 | 48 | 98 | 50 | 48 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 61.25 | 62.5 | 60 | 61.25 | 62.5 | 60 |
Ratio Avg Win / Avg Loss | 0.9287 | 0.9011 | 0.955 | 0.9008 | 0.8578 | 0.9454 |
Largest Winning Trade | 32208 | 28162 | 32208 | 41570 | 28669 | 41570 |
Largest Losing Trade | -24673 | -14147 | -24673 | -25500 | -13854 | -25500 |
Avg Bars in Trades | 66 | 65 | 68 | 66 | 65 | 68 |
Avg Bars in Winners | 60 | 59 | 60 | 60 | 59 | 60 |
Avg Bars in Losers | 77 | 74 | 79 | 77 | 74 | 79 |
Bars Traded | 10684 | 5212 | 5472 | 10684 | 5212 | 5472 |
Profit Streak | 605.4057 | 637.739 | 605.4057 | 605.4057 | 637.739 | 605.4057 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333685 | -90530 | -113809 | -21460 | -114566 | -118183 |
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{ "first_band": { "type": "bbm", "factors": { "length": 29, "offset": 0, "std": 4.89563 } }, "second_band": { "type": "midpoint", "factors": { "length": 147, "offset": 0 } } }
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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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