Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82423.4074 | 24361.6104 | 58061.797 | 56902.471 | 24012.58 | 32889.8909 |
Total P&L (%) | 82.4234 | 24.3616 | 58.0618 | 56.9025 | 24.0126 | 32.8899 |
Avg Daily Profit (%) | 0.3165 | 0.0935 | 0.223 | 0.1731 | 0.0827 | 0.1092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45556 | -15163 | -52294 | -100847 | -26459 | -107055 |
Profit Factor | 1.2414 | 1.3197 | 1.2189 | 1.1013 | 1.1918 | 1.0753 |
Total Trades | 234 | 117 | 117 | 234 | 117 | 117 |
Winning Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Losing Trades | 109 | 50 | 59 | 109 | 50 | 59 |
Profitability (%) | 53.4188 | 57.265 | 49.5727 | 53.4188 | 57.265 | 49.5727 |
Ratio Avg Win / Avg Loss | 1.0825 | 0.9849 | 1.2399 | 0.9603 | 0.8894 | 1.0939 |
Largest Winning Trade | 30912 | 6253 | 30912 | 29287 | 9531 | 29287 |
Largest Losing Trade | -37326 | -5085 | -37326 | -73631 | -10004 | -73631 |
Avg Bars in Trades | 105 | 16 | 195 | 105 | 16 | 195 |
Avg Bars in Winners | 103 | 16 | 204 | 103 | 16 | 204 |
Avg Bars in Losers | 108 | 16 | 186 | 108 | 16 | 186 |
Bars Traded | 24769 | 1945 | 22824 | 24769 | 1945 | 22824 |
Profit Streak | 3.2543 | 11.671 | 3.2543 | 3.2543 | 11.671 | 3.2543 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309025 | -72367 | 140269 | -104026 | -96893 | -190372 |
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{ "first_band": { "type": "bbu", "factors": { "length": 105, "offset": 0, "std": 3.76775 } }, "second_band": { "type": "dcu", "factors": { "length": 126, "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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