Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 447383.0965 | 329563.2979 | 117819.7986 | 595827.666 | 1000182.2097 | -404354.5436 |
Total P&L (%) | 447.3831 | 329.5633 | 117.8198 | 595.8277 | 1000.1822 | -404.3545 |
Avg Daily Profit (%) | 0.3024 | 0.2228 | 0.0796 | 0.1312 | 0.1622 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136346 | -24540 | -139354 | -2183571 | -316733 | -2225878 |
Profit Factor | 1.904 | 4.175 | 1.3013 | 1.1097 | 1.9389 | 0.9074 |
Total Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Winning Trades | 30 | 17 | 13 | 30 | 17 | 13 |
Losing Trades | 67 | 32 | 35 | 67 | 32 | 35 |
Profitability (%) | 30.9278 | 34.6939 | 27.0833 | 30.9278 | 34.6939 | 27.0833 |
Ratio Avg Win / Avg Loss | 4.2524 | 7.8588 | 3.5034 | 2.4782 | 3.6497 | 2.4431 |
Largest Winning Trade | 200461 | 200461 | 78110 | 766987 | 402685 | 766987 |
Largest Losing Trade | -29959 | -9501 | -29959 | -802165 | -116178 | -802165 |
Avg Bars in Trades | 58 | 6 | 110 | 58 | 6 | 110 |
Avg Bars in Winners | 163 | 15 | 356 | 163 | 15 | 356 |
Avg Bars in Losers | 11 | 2 | 19 | 11 | 2 | 19 |
Bars Traded | 5656 | 336 | 5320 | 5656 | 336 | 5320 |
Profit Streak | 0 | 0 | 72.4496 | 0 | 0 | 72.4496 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 178298 | 339377 | -105687 | -123406 | 209474 | -598264 |
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{ "first_band": { "type": "bbu", "factors": { "length": 106, "offset": 0, "std": 2.12349 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 106, "offset": 0, "std": 2.12349 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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