Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -760288.2555 | -32201.7969 | -728086.4586 | 1416446.1504 | 180025.515 | 1236420.6355 |
Total P&L (%) | -760.2883 | -32.2018 | -728.0865 | 1416.4462 | 180.0255 | 1236.4206 |
Avg Daily Profit (%) | -0.4205 | -0.0178 | -0.4027 | 0.1505 | 0.057 | 0.1435 |
Buy And Hold Return (%) | 500.5866 | 500.5866 | 500.5866 | 500.5866 | 500.5866 | 500.5866 |
Max Trade Drawdown | -982813 | -107708 | -924609 | -295476 | -292149 | -234560 |
Profit Factor | 0.4416 | 0.8694 | 0.347 | 2.2207 | 1.2555 | 3.7128 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 55 | 23 | 32 | 57 | 22 | 35 |
Losing Trades | 54 | 32 | 22 | 52 | 33 | 19 |
Profitability (%) | 50.4587 | 41.8182 | 59.2593 | 52.2936 | 40 | 64.8148 |
Ratio Avg Win / Avg Loss | 0.4336 | 1.2096 | 0.2386 | 2.0259 | 1.8833 | 2.0155 |
Largest Winning Trade | 66682 | 32505 | 66682 | 537852 | 314515 | 537852 |
Largest Losing Trade | -458697 | -42241 | -458697 | -182234 | -182234 | -168636 |
Avg Bars in Trades | 40 | 12 | 70 | 40 | 12 | 70 |
Avg Bars in Winners | 46 | 14 | 68 | 48 | 13 | 69 |
Avg Bars in Losers | 35 | 10 | 72 | 32 | 11 | 70 |
Bars Traded | 4454 | 667 | 3787 | 4454 | 667 | 3787 |
Profit Streak | 0 | 0 | 192.6717 | 0 | 0 | 192.6717 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580428 | -762070 | -758247 | 329951 | -465368 | -174713 |
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{ "first_band": { "type": "bbu", "factors": { "length": 128, "offset": 0, "std": 2.86971 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 159 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 128, "offset": 0, "std": 2.86971 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 159 } } }
# | 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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