Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1136180.757 | 915386.812 | 220793.945 | 93598513.8312 | 116928022.7582 | -23329508.9269 |
Total P&L (%) | 1136.1808 | 915.3868 | 220.7939 | 93598.5138 | 116928.0228 | -23329.5089 |
Avg Daily Profit (%) | 0.4544 | 0.3661 | 0.0883 | 0.274 | 0.283 | 0 |
Buy And Hold Return (%) | 737.563 | 737.563 | 737.563 | 737.563 | 737.563 | 737.563 |
Max Trade Drawdown | -87030 | -84863 | -62524 | -59673028 | -16132003 | -58044630 |
Profit Factor | 3.962 | 4.872 | 2.5002 | 1.7577 | 3.4621 | 0.6932 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 57.3034 | 56.8182 | 57.7778 | 57.3034 | 56.8182 | 57.7778 |
Ratio Avg Win / Avg Loss | 2.9521 | 3.7027 | 1.8271 | 1.3096 | 2.6312 | 0.5066 |
Largest Winning Trade | 253878 | 253878 | 58110 | 92789771 | 92789771 | 14567941 |
Largest Losing Trade | -35835 | -30472 | -35835 | -46348960 | -12993827 | -46348960 |
Avg Bars in Trades | 79 | 102 | 57 | 79 | 102 | 57 |
Avg Bars in Winners | 91 | 109 | 74 | 91 | 109 | 74 |
Avg Bars in Losers | 63 | 93 | 34 | 63 | 93 | 34 |
Bars Traded | 7099 | 4501 | 2598 | 7099 | 4501 | 2598 |
Profit Streak | 65.6531 | 130.6531 | 65.6531 | 65.6531 | 130.6531 | 65.6531 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340171 | -71709 | -234444 | 469723 | 621737 | -579144 |
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{ "first_band": { "type": "bbm", "factors": { "length": 245, "offset": 0, "std": 3.09231 } }, "second_band": { "type": "midpoint", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 245, "offset": 0, "std": 3.09231 } }, "second_band": { "type": "midpoint", "factors": { "length": 162, "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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