Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 382657.3823 | 318533.6249 | 64123.7574 | 178973.7762 | -156815.1502 | 335788.9264 |
Total P&L (%) | 382.6574 | 318.5336 | 64.1238 | 178.9738 | -156.8152 | 335.7889 |
Avg Daily Profit (%) | 0.2071 | 0.1724 | 0.0347 | 0.0555 | 0 | 0.0797 |
Buy And Hold Return (%) | 50.9991 | 50.9991 | 50.9991 | 50.9991 | 50.9991 | 50.9991 |
Max Trade Drawdown | -141607 | -148164 | -31442 | -2073256 | -2117998 | -235440 |
Profit Factor | 1.7687 | 1.8449 | 1.5309 | 1.0407 | 0.9548 | 1.3597 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 54.7368 | 51.0638 | 58.3333 | 54.7368 | 51.0638 | 58.3333 |
Ratio Avg Win / Avg Loss | 1.4626 | 1.768 | 1.0935 | 0.8606 | 0.915 | 0.9712 |
Largest Winning Trade | 117765 | 117765 | 20979 | 633757 | 633757 | 218187 |
Largest Losing Trade | -70534 | -70534 | -18132 | -900067 | -900067 | -162406 |
Avg Bars in Trades | 67 | 130 | 6 | 67 | 130 | 6 |
Avg Bars in Winners | 28 | 55 | 6 | 28 | 55 | 6 |
Avg Bars in Losers | 114 | 208 | 6 | 114 | 208 | 6 |
Bars Traded | 6417 | 6114 | 303 | 6417 | 6114 | 303 |
Profit Streak | 0 | 149.1051 | 0 | 0 | 149.1051 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 388499 | 402335 | -229305 | -298002 | -579985 | -86593 |
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{ "first_band": { "type": "bbl", "factors": { "length": 18, "offset": 0, "std": 4.39967 } }, "second_band": { "type": "midpoint", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 18, "offset": 0, "std": 4.39967 } }, "second_band": { "type": "midpoint", "factors": { "length": 76, "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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