Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 627944.6766 | 533088.4534 | 94856.2233 | 349424.1284 | -1000378.1089 | 1349802.2374 |
Total P&L (%) | 627.9447 | 533.0885 | 94.8562 | 349.4241 | -1000.3781 | 1349.8022 |
Avg Daily Profit (%) | 0.2644 | 0.2245 | 0.0399 | 0.0633 | 0 | 0.1127 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -147187 | -156595 | -13427 | -5276499 | -5925193 | -74457 |
Profit Factor | 2.0657 | 1.9923 | 2.8239 | 1.0415 | 0.8789 | 9.0168 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 70.1031 | 72.9167 | 67.3469 | 70.1031 | 72.9167 | 67.3469 |
Ratio Avg Win / Avg Loss | 0.881 | 0.74 | 1.3692 | 0.4442 | 0.3264 | 4.3718 |
Largest Winning Trade | 225743 | 225743 | 15245 | 2566676 | 2566676 | 404256 |
Largest Losing Trade | -75272 | -75272 | -13427 | -2198969 | -2198969 | -66528 |
Avg Bars in Trades | 139 | 277 | 3 | 139 | 277 | 3 |
Avg Bars in Winners | 61 | 116 | 2 | 61 | 116 | 2 |
Avg Bars in Losers | 321 | 711 | 4 | 321 | 711 | 4 |
Bars Traded | 13493 | 13339 | 154 | 13493 | 13339 | 154 |
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 | 463669 | 443300 | -132648 | -281845 | -577718 | -31023 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 232, "offset": 0, "std": 2.96989 } } }
# | 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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