Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819545.746 | 713305.5794 | 106240.1666 | 8473581.9448 | 6619310.9327 | 1854271.0121 |
Total P&L (%) | 819.5457 | 713.3056 | 106.2402 | 8473.5819 | 6619.3109 | 1854.271 |
Avg Daily Profit (%) | 0.3278 | 0.2853 | 0.0425 | 0.1782 | 0.1684 | 0.119 |
Buy And Hold Return (%) | 943.0346 | 943.0346 | 943.0346 | 943.0346 | 943.0346 | 943.0346 |
Max Trade Drawdown | -111277 | -96296 | -50622 | -1923064 | -1609169 | -1049673 |
Profit Factor | 2.1778 | 2.8376 | 1.3454 | 1.7671 | 2.0802 | 1.377 |
Total Trades | 159 | 79 | 80 | 159 | 79 | 80 |
Winning Trades | 84 | 40 | 44 | 84 | 40 | 44 |
Losing Trades | 75 | 39 | 36 | 75 | 39 | 36 |
Profitability (%) | 52.8302 | 50.6329 | 55 | 52.8302 | 50.6329 | 55 |
Ratio Avg Win / Avg Loss | 1.9445 | 2.7667 | 1.1007 | 1.5778 | 2.0282 | 1.1266 |
Largest Winning Trade | 199607 | 199607 | 51528 | 2021489 | 2021489 | 1383548 |
Largest Losing Trade | -42427 | -42427 | -33968 | -1283029 | -1283029 | -1014717 |
Avg Bars in Trades | 44 | 55 | 33 | 44 | 55 | 33 |
Avg Bars in Winners | 54 | 65 | 44 | 54 | 65 | 44 |
Avg Bars in Losers | 32 | 45 | 18 | 32 | 45 | 18 |
Bars Traded | 7072 | 4414 | 2658 | 7072 | 4414 | 2658 |
Profit Streak | 63.1945 | 111.5278 | 63.1945 | 63.1945 | 111.5278 | 63.1945 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150330 | -177512 | -319820 | 481524 | -14195 | -58587 |
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{ "first_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 3.33837 } }, "second_band": { "type": "midprice", "factors": { "length": 119, "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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