Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 897921.3532 | 742422.8412 | 155498.5121 | 16145620.7751 | 19115996.3972 | -2970375.6221 |
Total P&L (%) | 897.9214 | 742.4228 | 155.4985 | 16145.6208 | 19115.9964 | -2970.3756 |
Avg Daily Profit (%) | 0.3591 | 0.2969 | 0.0622 | 0.2038 | 0.2105 | 0 |
Buy And Hold Return (%) | 836.7378 | 836.7378 | 836.7378 | 836.7378 | 836.7378 | 836.7378 |
Max Trade Drawdown | -100845 | -89616 | -44587 | -7438806 | -1429399 | -7085203 |
Profit Factor | 4.5741 | 6.1003 | 2.4716 | 2.3323 | 7.0087 | 0.6676 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 19 | 12 | 7 | 19 | 12 | 7 |
Profitability (%) | 67.7966 | 58.6207 | 76.6667 | 67.7966 | 58.6207 | 76.6667 |
Ratio Avg Win / Avg Loss | 2.1727 | 4.3061 | 0.7522 | 1.1078 | 4.9473 | 0.2032 |
Largest Winning Trade | 302093 | 302093 | 44168 | 12898036 | 12898036 | 1685311 |
Largest Losing Trade | -50638 | -50638 | -41270 | -7085203 | -1075796 | -7085203 |
Avg Bars in Trades | 77 | 135 | 20 | 77 | 135 | 20 |
Avg Bars in Winners | 64 | 127 | 18 | 64 | 127 | 18 |
Avg Bars in Losers | 102 | 147 | 26 | 102 | 147 | 26 |
Bars Traded | 4552 | 3929 | 623 | 4552 | 3929 | 623 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -303341 | -147321 | -270048 | -165792 | 637858 | -577090 |
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{ "first_band": { "type": "dcl", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 136, "offset": 0, "std": 2.47266 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "bbm", "factors": { "length": 136, "offset": 0, "std": 2.47266 } } }
# | 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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