Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1714113.4651 | 1514031.1076 | 200082.3575 | 2289887.4283 | 601618.0116 | 1688269.4167 |
Total P&L (%) | 1714.1135 | 1514.0311 | 200.0824 | 2289.8874 | 601.618 | 1688.2694 |
Avg Daily Profit (%) | 0.7201 | 0.636 | 0.0841 | 0.1334 | 0.0819 | 0.1212 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -227042 | -180503 | -82074 | -2609726 | -1600785 | -1052887 |
Profit Factor | 2.5284 | 3.1618 | 1.4751 | 1.1956 | 1.0816 | 1.3893 |
Total Trades | 314 | 157 | 157 | 314 | 157 | 157 |
Winning Trades | 164 | 80 | 84 | 164 | 80 | 84 |
Losing Trades | 150 | 77 | 73 | 150 | 77 | 73 |
Profitability (%) | 52.2293 | 50.9554 | 53.5032 | 52.2293 | 50.9554 | 53.5032 |
Ratio Avg Win / Avg Loss | 2.3126 | 3.0432 | 1.2819 | 1.0935 | 1.041 | 1.2074 |
Largest Winning Trade | 1106629 | 1106629 | 51012 | 1258545 | 1258545 | 530352 |
Largest Losing Trade | -81181 | -55613 | -81181 | -1236123 | -1236123 | -551362 |
Avg Bars in Trades | 29 | 45 | 14 | 29 | 45 | 14 |
Avg Bars in Winners | 37 | 58 | 16 | 37 | 58 | 16 |
Avg Bars in Losers | 21 | 30 | 12 | 21 | 30 | 12 |
Bars Traded | 9370 | 7096 | 2274 | 9370 | 7096 | 2274 |
Profit Streak | 2.8232 | 0 | 11.3232 | 2.8232 | 0 | 11.3232 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 655101 | 655115 | -77494 | -19018 | -213599 | -28047 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 140 } }, "second_band": { "type": "bbu", "factors": { "length": 190, "offset": 0, "std": 1.7566 } } }
# | 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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