Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282438.0641 | 63258.8693 | 219179.1949 | -156984.8497 | -2307.4441 | -154677.4056 |
Total P&L (%) | 282.4381 | 63.2589 | 219.1792 | -156.9849 | -2.3074 | -154.6774 |
Avg Daily Profit (%) | 0.1698 | 0.038 | 0.1317 | 0 | -0.0014 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153949 | -15547 | -147902 | -360435 | -23222 | -349286 |
Profit Factor | 1.5087 | 1.629 | 1.4821 | 0.73 | 0.9656 | 0.6993 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 68 | 30 | 38 | 53 | 30 | 23 |
Losing Trades | 52 | 30 | 22 | 67 | 30 | 37 |
Profitability (%) | 56.6667 | 50 | 63.3333 | 44.1667 | 50 | 38.3333 |
Ratio Avg Win / Avg Loss | 1.1537 | 1.629 | 0.8581 | 0.9228 | 0.9656 | 1.1249 |
Largest Winning Trade | 56214 | 19542 | 56214 | 109861 | 11515 | 109861 |
Largest Losing Trade | -109618 | -12655 | -109618 | -218824 | -7706 | -218824 |
Avg Bars in Trades | 165 | 13 | 316 | 165 | 13 | 316 |
Avg Bars in Winners | 151 | 16 | 258 | 181 | 11 | 403 |
Avg Bars in Losers | 182 | 11 | 416 | 151 | 15 | 261 |
Bars Traded | 19806 | 833 | 18973 | 19806 | 833 | 18973 |
Profit Streak | 28.539 | 28.539 | 56.8723 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 392865 | -307834 | -184088 | -582728 | -749680 | -753106 |
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{ "first_band": { "type": "bbu", "factors": { "length": 243, "offset": 0, "std": 4.68434 } }, "second_band": { "type": "bbu", "factors": { "length": 216, "offset": 0, "std": 3.66329 } } }
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# | 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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