Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1694947.6758 | 1612271.3022 | 82676.3736 | 48296394.6475 | 36428791.8166 | 11867602.8309 |
Total P&L (%) | 1694.9477 | 1612.2713 | 82.6764 | 48296.3946 | 36428.7918 | 11867.6028 |
Avg Daily Profit (%) | 0.7463 | 0.7099 | 0.0364 | 0.2726 | 0.2602 | 0.2109 |
Buy And Hold Return (%) | 7852.3889 | 7852.3889 | 7852.3889 | 7852.3889 | 7852.3889 | 7852.3889 |
Max Trade Drawdown | -82152 | -93422 | -13808 | -31213072 | -33071290 | -6198661 |
Profit Factor | 4.5966 | 4.9477 | 2.3154 | 1.4651 | 1.3948 | 2.0258 |
Total Trades | 129 | 64 | 65 | 129 | 64 | 65 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 53 | 27 | 26 | 53 | 27 | 26 |
Profitability (%) | 58.9147 | 57.8125 | 60 | 58.9147 | 57.8125 | 60 |
Ratio Avg Win / Avg Loss | 3.2055 | 3.6105 | 1.5436 | 1.0217 | 1.0178 | 1.3505 |
Largest Winning Trade | 775617 | 775617 | 16406 | 38581961 | 38581961 | 4346151 |
Largest Losing Trade | -51697 | -51697 | -8325 | -29176255 | -29176255 | -2434061 |
Avg Bars in Trades | 98 | 191 | 7 | 98 | 191 | 7 |
Avg Bars in Winners | 86 | 170 | 7 | 86 | 170 | 7 |
Avg Bars in Losers | 115 | 220 | 7 | 115 | 220 | 7 |
Bars Traded | 12738 | 12255 | 483 | 12738 | 12255 | 483 |
Profit Streak | 0 | 85.3592 | 0 | 0 | 85.3592 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144073 | -282428 | -435741 | 384565 | -129242 | -129383 |
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{ "first_band": { "type": "bbl", "factors": { "length": 151, "offset": 0, "std": 2.36843 } }, "second_band": { "type": "midprice", "factors": { "length": 64, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 151, "offset": 0, "std": 2.36843 } }, "second_band": { "type": "midprice", "factors": { "length": 64, "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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