Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 794524.5009 | 793830.7303 | 693.7706 | 875367.0432 | 836936.601 | 38430.4422 |
Total P&L (%) | 794.5245 | 793.8307 | 0.6938 | 875.367 | 836.9366 | 38.4304 |
Avg Daily Profit (%) | 0.4402 | 0.4398 | 0.0004 | 0.1263 | 0.124 | 0.018 |
Buy And Hold Return (%) | 507.6565 | 507.6565 | 507.6565 | 507.6565 | 507.6565 | 507.6565 |
Max Trade Drawdown | -119712 | -124573 | -7027 | -1276507 | -1311300 | -32867 |
Profit Factor | 3.8128 | 4.044 | 1.032 | 1.4553 | 1.4531 | 1.5085 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 32 | 18 | 14 | 32 | 18 | 14 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 54.2373 | 62.069 | 46.6667 | 54.2373 | 62.069 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.2171 | 2.4713 | 1.1794 | 1.2279 | 0.888 | 1.724 |
Largest Winning Trade | 508251 | 508251 | 5522 | 1205522 | 1205522 | 56608 |
Largest Losing Trade | -74276 | -74276 | -5267 | -803450 | -803450 | -28643 |
Avg Bars in Trades | 348 | 708 | 1 | 348 | 708 | 1 |
Avg Bars in Winners | 281 | 499 | 1 | 281 | 499 | 1 |
Avg Bars in Losers | 428 | 1049 | 1 | 428 | 1049 | 1 |
Bars Traded | 20570 | 20539 | 31 | 20570 | 20539 | 31 |
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 | -171724 | 320146 | -544459 | -210688 | -35385 | -333158 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 10, "offset": 0, "std": 2.40279 } } }
# | 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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