Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1537590.6562 | 1468248.5824 | 69342.0738 | 34978367.7166 | 46793725.77 | -11815358.0535 |
Total P&L (%) | 1537.5907 | 1468.2486 | 69.3421 | 34978.3677 | 46793.7258 | -11815.3581 |
Avg Daily Profit (%) | 0.6774 | 0.6468 | 0.0305 | 0.2585 | 0.2713 | 0 |
Buy And Hold Return (%) | 9383.1968 | 9383.1968 | 9383.1968 | 9383.1968 | 9383.1968 | 9383.1968 |
Max Trade Drawdown | -72966 | -83868 | -39595 | -46881206 | -30115553 | -27055779 |
Profit Factor | 6.4177 | 9.6245 | 1.6106 | 1.4061 | 1.894 | 0.6502 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 63.6364 | 57.8947 | 69.2308 | 63.6364 | 57.8947 | 69.2308 |
Ratio Avg Win / Avg Loss | 3.6673 | 6.9997 | 0.7158 | 0.8035 | 1.3774 | 0.289 |
Largest Winning Trade | 742270 | 742270 | 18072 | 47405985 | 47405985 | 5621082 |
Largest Losing Trade | -58457 | -58457 | -28272 | -25669466 | -25669466 | -22866064 |
Avg Bars in Trades | 100 | 193 | 10 | 100 | 193 | 10 |
Avg Bars in Winners | 35 | 66 | 9 | 35 | 66 | 9 |
Avg Bars in Losers | 215 | 368 | 13 | 215 | 368 | 13 |
Bars Traded | 7775 | 7363 | 412 | 7775 | 7363 | 412 |
Profit Streak | 114.8145 | 0 | 123.0645 | 114.8145 | 0 | 123.0645 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -188800 | -144356 | -314226 | -38529 | 389637 | -577421 |
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{ "first_band": { "type": "bbl", "factors": { "length": 179, "offset": 0, "std": 4.62784 } }, "second_band": { "type": "ema", "factors": { "length": 156, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 179, "offset": 0, "std": 4.62784 } }, "second_band": { "type": "ema", "factors": { "length": 156, "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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