Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1896382.1173 | 1818102.3699 | 78279.7474 | 318002.8331 | -523714.8389 | 841717.672 |
Total P&L (%) | 1896.3821 | 1818.1024 | 78.2797 | 318.0028 | -523.7148 | 841.7177 |
Avg Daily Profit (%) | 0.8017 | 0.7686 | 0.0331 | 0.0605 | 0 | 0.0948 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136134 | -141021 | -127322 | -2602502 | -3029495 | -639720 |
Profit Factor | 4.2785 | 6.6618 | 1.3042 | 1.0567 | 0.8679 | 1.5102 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 49.2063 | 45.1613 | 53.125 | 49.2063 | 45.1613 | 53.125 |
Ratio Avg Win / Avg Loss | 4.4165 | 8.0894 | 1.1508 | 1.0907 | 1.0538 | 1.3325 |
Largest Winning Trade | 1716245 | 1716245 | 44228 | 1718232 | 1718232 | 840550 |
Largest Losing Trade | -74328 | -74328 | -55873 | -2096175 | -2096175 | -443452 |
Avg Bars in Trades | 67 | 112 | 24 | 67 | 112 | 24 |
Avg Bars in Winners | 52 | 81 | 27 | 52 | 81 | 27 |
Avg Bars in Losers | 83 | 137 | 21 | 83 | 137 | 21 |
Bars Traded | 4275 | 3481 | 794 | 4275 | 3481 | 794 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130875 | 702148 | -147923 | -421680 | -581033 | -63907 |
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{ "first_band": { "type": "bbl", "factors": { "length": 221, "offset": 0, "std": 4.26644 } }, "second_band": { "type": "dcl", "factors": { "length": 148, "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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