Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297889.7149 | 204731.7266 | 93157.9882 | -49012.9457 | 25509.2187 | -74522.1644 |
Total P&L (%) | 297.8897 | 204.7317 | 93.158 | -49.0129 | 25.5092 | -74.5222 |
Avg Daily Profit (%) | 0.1549 | 0.1065 | 0.0484 | -0.035 | 0.0118 | -0.0711 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -151688 | -107609 | -115248 | -621189 | -609326 | -359650 |
Profit Factor | 1.3551 | 1.4716 | 1.2302 | 0.9799 | 1.0193 | 0.933 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 135 | 68 | 67 | 135 | 68 | 67 |
Losing Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Profitability (%) | 68.5279 | 69.3878 | 67.6768 | 68.5279 | 69.3878 | 67.6768 |
Ratio Avg Win / Avg Loss | 0.6223 | 0.6492 | 0.5875 | 0.45 | 0.4497 | 0.4456 |
Largest Winning Trade | 33271 | 33271 | 25238 | 114562 | 114562 | 70715 |
Largest Losing Trade | -89654 | -64106 | -89654 | -359640 | -359640 | -260667 |
Avg Bars in Trades | 55 | 88 | 22 | 55 | 88 | 22 |
Avg Bars in Winners | 32 | 45 | 18 | 32 | 45 | 18 |
Avg Bars in Losers | 106 | 186 | 31 | 106 | 186 | 31 |
Bars Traded | 10959 | 8720 | 2239 | 10959 | 8720 | 2239 |
Profit Streak | 72.8258 | 72.8258 | 73.9925 | 72.8258 | 72.8258 | 73.9925 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 395922 | -47514 | -126243 | -575769 | -377687 | -576798 |
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{ "first_band": { "type": "bbl", "factors": { "length": 14, "offset": 0, "std": 3.52296 } }, "second_band": { "type": "sma", "factors": { "length": 218, "offset": 0 } } }
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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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