Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 799266.5945 | 738004.7423 | 61261.8523 | 409879.2504 | -759650.6984 | 1169529.9488 |
Total P&L (%) | 799.2666 | 738.0047 | 61.2619 | 409.8793 | -759.6507 | 1169.5299 |
Avg Daily Profit (%) | 0.4172 | 0.3852 | 0.032 | 0.0851 | 0 | 0.1327 |
Buy And Hold Return (%) | 44.0405 | 44.0405 | 44.0405 | 44.0405 | 44.0405 | 44.0405 |
Max Trade Drawdown | -187737 | -127051 | -98700 | -2690332 | -2199278 | -1081315 |
Profit Factor | 2.931 | 4.4843 | 1.3031 | 1.0735 | 0.7706 | 1.5165 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 21 | 9 | 12 | 21 | 9 | 12 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 36.8421 | 31.0345 | 42.8571 | 36.8421 | 31.0345 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.0246 | 9.9652 | 1.7375 | 1.8403 | 1.7124 | 2.022 |
Largest Winning Trade | 700497 | 700497 | 58958 | 967999 | 700497 | 967999 |
Largest Losing Trade | -37245 | -29096 | -37245 | -629876 | -629876 | -563673 |
Avg Bars in Trades | 61 | 49 | 73 | 61 | 49 | 73 |
Avg Bars in Winners | 94 | 87 | 99 | 94 | 87 | 99 |
Avg Bars in Losers | 42 | 32 | 54 | 42 | 32 | 54 |
Bars Traded | 3492 | 1429 | 2063 | 3492 | 1429 | 2063 |
Profit Streak | 0 | 0 | 50.4853 | 0 | 0 | 50.4853 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169403 | 345841 | -216351 | -402840 | -585430 | -36180 |
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 1.3814 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 120, "offset": 0, "std": 1.3814 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "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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