Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1145018.8983 | 933510.2591 | 211508.6392 | 76016391.9757 | 63625305.1159 | 12391086.8598 |
Total P&L (%) | 1145.0189 | 933.5103 | 211.5086 | 76016.392 | 63625.3051 | 12391.0869 |
Avg Daily Profit (%) | 0.458 | 0.3734 | 0.0846 | 0.2657 | 0.2586 | 0.1933 |
Buy And Hold Return (%) | 782.5725 | 782.5725 | 782.5725 | 782.5725 | 782.5725 | 782.5725 |
Max Trade Drawdown | -123571 | -99191 | -40672 | -6489628 | -4385269 | -2881020 |
Profit Factor | 4.0938 | 4.966 | 2.57 | 4.5439 | 5.5039 | 2.692 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 36 | 19 | 17 | 36 | 19 | 17 |
Profitability (%) | 56.6265 | 53.6585 | 59.5238 | 56.6265 | 53.6585 | 59.5238 |
Ratio Avg Win / Avg Loss | 3.1357 | 4.2888 | 1.7476 | 3.4804 | 4.7533 | 1.8305 |
Largest Winning Trade | 365097 | 365097 | 57064 | 41780524 | 41780524 | 7350427 |
Largest Losing Trade | -35212 | -35212 | -22089 | -3190993 | -3190993 | -1965399 |
Avg Bars in Trades | 114 | 142 | 86 | 114 | 142 | 86 |
Avg Bars in Winners | 144 | 181 | 111 | 144 | 181 | 111 |
Avg Bars in Losers | 74 | 97 | 49 | 74 | 97 | 49 |
Bars Traded | 9488 | 5848 | 3640 | 9488 | 5848 | 3640 |
Profit Streak | 135.467 | 135.467 | 210.217 | 135.467 | 135.467 | 210.217 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3381 | -87403 | -238626 | 611735 | 640171 | 553297 |
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 1.62881 } }, "second_band": { "type": "midpoint", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 1.62881 } }, "second_band": { "type": "midpoint", "factors": { "length": 234, "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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