Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1099199.9586 | 909153.7812 | 190046.1774 | 47625604.6184 | 39743043.414 | 7882561.2044 |
Total P&L (%) | 1099.2 | 909.1538 | 190.0462 | 47625.6046 | 39743.0434 | 7882.5612 |
Avg Daily Profit (%) | 0.4396 | 0.3636 | 0.076 | 0.247 | 0.2398 | 0.1753 |
Buy And Hold Return (%) | 710.0678 | 710.0678 | 710.0678 | 710.0678 | 710.0678 | 710.0678 |
Max Trade Drawdown | -108248 | -89526 | -40281 | -5878222 | -5121385 | -1645711 |
Profit Factor | 3.677 | 4.6876 | 2.1583 | 3.4654 | 3.684 | 2.7475 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 25 | 26 | 51 | 25 | 26 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 61.4458 | 60.9756 | 61.9048 | 61.4458 | 60.9756 | 61.9048 |
Ratio Avg Win / Avg Loss | 2.3071 | 3.0001 | 1.3282 | 2.1744 | 2.3578 | 1.6908 |
Largest Winning Trade | 377466 | 377466 | 53514 | 28033598 | 28033598 | 5127235 |
Largest Losing Trade | -49040 | -49040 | -34696 | -5121385 | -5121385 | -1111593 |
Avg Bars in Trades | 85 | 106 | 65 | 85 | 106 | 65 |
Avg Bars in Winners | 93 | 109 | 78 | 93 | 109 | 78 |
Avg Bars in Losers | 72 | 100 | 45 | 72 | 100 | 45 |
Bars Traded | 7110 | 4348 | 2762 | 7110 | 4348 | 2762 |
Profit Streak | 130.446 | 130.446 | 198.1126 | 130.446 | 130.446 | 198.1126 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318366 | -59521 | -251682 | 608493 | 620417 | 562769 |
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{ "first_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 3.07918 } }, "second_band": { "type": "midprice", "factors": { "length": 178, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 3.07918 } }, "second_band": { "type": "midprice", "factors": { "length": 178, "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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