Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1070207.6316 | 873787.5562 | 196420.0754 | 59460815.7339 | 54552669.3936 | 4908146.3403 |
Total P&L (%) | 1070.2076 | 873.7876 | 196.4201 | 59460.8157 | 54552.6694 | 4908.1463 |
Avg Daily Profit (%) | 0.428 | 0.3494 | 0.0785 | 0.2558 | 0.2524 | 0.1566 |
Buy And Hold Return (%) | 833.721 | 833.721 | 833.721 | 833.721 | 833.721 | 833.721 |
Max Trade Drawdown | -93133 | -88421 | -34886 | -10096749 | -5600029 | -4496720 |
Profit Factor | 4.0599 | 5.4025 | 2.2984 | 3.5434 | 4.8786 | 1.527 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 58.8235 | 59.5238 | 58.1395 | 58.8235 | 59.5238 | 58.1395 |
Ratio Avg Win / Avg Loss | 2.8419 | 3.6737 | 1.6549 | 2.4804 | 3.3175 | 1.0994 |
Largest Winning Trade | 343997 | 343997 | 58603 | 38689379 | 38689379 | 4650836 |
Largest Losing Trade | -31870 | -31870 | -20894 | -5600029 | -5600029 | -3127581 |
Avg Bars in Trades | 83 | 101 | 66 | 83 | 101 | 66 |
Avg Bars in Winners | 95 | 106 | 84 | 95 | 106 | 84 |
Avg Bars in Losers | 67 | 93 | 42 | 67 | 93 | 42 |
Bars Traded | 7116 | 4249 | 2867 | 7116 | 4249 | 2867 |
Profit Streak | 98.0141 | 133.0141 | 98.0141 | 98.0141 | 133.0141 | 98.0141 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -58109 | -131575 | -247812 | 632567 | 649366 | 362231 |
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{ "first_band": { "type": "bbm", "factors": { "length": 88, "offset": 0, "std": 1.89915 } }, "second_band": { "type": "midpoint", "factors": { "length": 183, "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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