Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 967368.7716 | 860818.2052 | 106550.5663 | 10537283.4506 | 12940527.9677 | -2403244.5171 |
Total P&L (%) | 967.3688 | 860.8182 | 106.5506 | 10537.2835 | 12940.528 | -2403.2445 |
Avg Daily Profit (%) | 0.5279 | 0.4698 | 0.0581 | 0.255 | 0.2661 | 0 |
Buy And Hold Return (%) | 618.7453 | 618.7453 | 618.7453 | 618.7453 | 618.7453 | 618.7453 |
Max Trade Drawdown | -79638 | -45054 | -64641 | -15726927 | -9465330 | -12330134 |
Profit Factor | 2.1701 | 3.404 | 1.2274 | 1.1431 | 1.4074 | 0.9426 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 84 | 48 | 36 | 84 | 48 | 36 |
Losing Trades | 115 | 52 | 63 | 115 | 52 | 63 |
Profitability (%) | 42.2111 | 48 | 36.3636 | 42.2111 | 48 | 36.3636 |
Ratio Avg Win / Avg Loss | 2.971 | 3.6877 | 2.1479 | 1.565 | 1.5247 | 1.6495 |
Largest Winning Trade | 252939 | 252939 | 74113 | 7852039 | 7852039 | 5476120 |
Largest Losing Trade | -41693 | -19899 | -41693 | -4465632 | -3378511 | -4465632 |
Avg Bars in Trades | 54 | 38 | 70 | 54 | 38 | 70 |
Avg Bars in Winners | 84 | 49 | 130 | 84 | 49 | 130 |
Avg Bars in Losers | 32 | 28 | 36 | 32 | 28 | 36 |
Bars Traded | 10861 | 3874 | 6987 | 10861 | 3874 | 6987 |
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 | 114565 | -28273 | -285899 | -55462 | 338009 | -583593 |
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{ "first_band": { "type": "bbu", "factors": { "length": 249, "offset": 0, "std": 1.80532 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 249, "offset": 0, "std": 1.80532 } }, "second_band": { "type": "dcu", "factors": { "length": 19, "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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