Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1150494.4781 | 903350.0343 | 247144.4438 | 107948087.6368 | 85574162.5912 | 22373925.0455 |
Total P&L (%) | 1150.4945 | 903.35 | 247.1444 | 107948.0876 | 85574.1626 | 22373.925 |
Avg Daily Profit (%) | 0.4601 | 0.3612 | 0.0988 | 0.2797 | 0.2704 | 0.2168 |
Buy And Hold Return (%) | 861.7958 | 861.7958 | 861.7958 | 861.7958 | 861.7958 | 861.7958 |
Max Trade Drawdown | -80776 | -79516 | -58456 | -7286573 | -5890688 | -1856162 |
Profit Factor | 4.9388 | 6.2813 | 3.0417 | 8.7245 | 10.057 | 5.943 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 17 | 11 | 6 | 17 | 11 | 6 |
Profitability (%) | 73.0159 | 64.5161 | 81.25 | 73.0159 | 64.5161 | 81.25 |
Ratio Avg Win / Avg Loss | 1.8252 | 3.4547 | 0.7019 | 3.2243 | 5.5314 | 1.3715 |
Largest Winning Trade | 344181 | 344181 | 57339 | 39797961 | 39797961 | 8458459 |
Largest Losing Trade | -58456 | -39926 | -58456 | -2760944 | -2760944 | -1856162 |
Avg Bars in Trades | 109 | 134 | 85 | 109 | 134 | 85 |
Avg Bars in Winners | 118 | 140 | 101 | 118 | 140 | 101 |
Avg Bars in Losers | 86 | 123 | 18 | 86 | 123 | 18 |
Bars Traded | 6901 | 4167 | 2734 | 6901 | 4167 | 2734 |
Profit Streak | 440.0172 | 443.0172 | 440.0172 | 440.0172 | 443.0172 | 440.0172 |
Trades During Streak | 8 | 4 | 4 | 8 | 4 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -190132 | -129634 | -218441 | -129339 | 733180 | 752081 |
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{ "first_band": { "type": "bbm", "factors": { "length": 171, "offset": 0, "std": 2.50161 } }, "second_band": { "type": "midprice", "factors": { "length": 228, "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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