Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 988903.3417 | 854537.5934 | 134365.7483 | 15516443.328 | 11475324.7174 | 4041118.6105 |
Total P&L (%) | 988.9033 | 854.5376 | 134.3657 | 15516.4433 | 11475.3247 | 4041.1186 |
Avg Daily Profit (%) | 0.3955 | 0.3417 | 0.0537 | 0.2022 | 0.1902 | 0.149 |
Buy And Hold Return (%) | 623.9657 | 623.9657 | 623.9657 | 623.9657 | 623.9657 | 623.9657 |
Max Trade Drawdown | -95744 | -91474 | -53852 | -2133170 | -1505871 | -2022058 |
Profit Factor | 2.5277 | 3.3967 | 1.4621 | 2.3264 | 3.0437 | 1.6643 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 94 | 45 | 49 | 94 | 45 | 49 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 56.9697 | 54.878 | 59.0361 | 56.9697 | 54.878 | 59.0361 |
Ratio Avg Win / Avg Loss | 1.9093 | 2.7929 | 1.0145 | 1.7572 | 2.5026 | 1.1548 |
Largest Winning Trade | 390432 | 390432 | 50100 | 4540091 | 4540091 | 1820620 |
Largest Losing Trade | -39319 | -39319 | -33534 | -2022058 | -1272639 | -2022058 |
Avg Bars in Trades | 42 | 54 | 31 | 42 | 54 | 31 |
Avg Bars in Winners | 50 | 62 | 39 | 50 | 62 | 39 |
Avg Bars in Losers | 32 | 43 | 20 | 32 | 43 | 20 |
Bars Traded | 7066 | 4437 | 2629 | 7066 | 4437 | 2629 |
Profit Streak | 71.4407 | 119.1074 | 71.4407 | 71.4407 | 119.1074 | 71.4407 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 273806 | -37936 | -284191 | 547983 | 392428 | 347829 |
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{ "first_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 4.19944 } }, "second_band": { "type": "midprice", "factors": { "length": 117, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 64, "offset": 0, "std": 4.19944 } }, "second_band": { "type": "midprice", "factors": { "length": 117, "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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