Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332279.8162 | 305389.9581 | 26889.8581 | 26866.4765 | 113620.0492 | -86753.5727 |
Total P&L (%) | 332.2798 | 305.39 | 26.8899 | 26.8665 | 113.62 | -86.7536 |
Avg Daily Profit (%) | 0.2078 | 0.191 | 0.0168 | 0.0149 | 0.0475 | -0.1264 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -119687 | -108725 | -129254 | -111889 | -48664 | -138486 |
Profit Factor | 1.7137 | 3.1012 | 1.084 | 1.0735 | 2.366 | 0.6929 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 50 | 53.3333 | 46.6667 | 50 | 53.3333 | 46.6667 |
Ratio Avg Win / Avg Loss | 1.7137 | 2.7135 | 1.2388 | 1.0735 | 2.0702 | 0.7919 |
Largest Winning Trade | 236827 | 236827 | 73825 | 67212 | 67212 | 45724 |
Largest Losing Trade | -59350 | -42971 | -59350 | -57415 | -14978 | -57415 |
Avg Bars in Trades | 77 | 22 | 132 | 77 | 22 | 132 |
Avg Bars in Winners | 100 | 24 | 187 | 100 | 24 | 187 |
Avg Bars in Losers | 54 | 19 | 84 | 54 | 19 | 84 |
Bars Traded | 4646 | 668 | 3978 | 4646 | 668 | 3978 |
Profit Streak | 74.542 | 146.8753 | 74.542 | 74.542 | 146.8753 | 74.542 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161598 | 529382 | -302713 | -488589 | -123744 | -581563 |
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{ "first_band": { "type": "bbu", "factors": { "length": 216, "offset": 0, "std": 4.09179 } }, "second_band": { "type": "bbu", "factors": { "length": 48, "offset": 0, "std": 3.91419 } } }
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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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