Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637416.2124 | 652437.4199 | -15021.2076 | -44098.617 | -1852426.0635 | 1808327.4465 |
Total P&L (%) | 637.4162 | 652.4374 | -15.0212 | -44.0986 | -1852.4261 | 1808.3274 |
Avg Daily Profit (%) | 0.3288 | 0.3365 | -0.0077 | -0.03 | 0 | 0.1522 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -342796 | -251047 | -131143 | -5927276 | -5637625 | -479160 |
Profit Factor | 1.9089 | 2.5778 | 0.9478 | 0.9941 | 0.6998 | 2.3543 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 49 | 23 | 26 | 49 | 23 | 26 |
Profitability (%) | 49.4845 | 52.0833 | 46.9388 | 49.4845 | 52.0833 | 46.9388 |
Ratio Avg Win / Avg Loss | 1.9486 | 2.3715 | 1.0714 | 1.0148 | 0.6438 | 2.6614 |
Largest Winning Trade | 651561 | 651561 | 32420 | 1631743 | 1631743 | 985702 |
Largest Losing Trade | -55509 | -55509 | -28815 | -2828743 | -2828743 | -265398 |
Avg Bars in Trades | 53 | 99 | 9 | 53 | 99 | 9 |
Avg Bars in Winners | 26 | 40 | 12 | 26 | 40 | 12 |
Avg Bars in Losers | 80 | 162 | 7 | 80 | 162 | 7 |
Bars Traded | 5215 | 4752 | 462 | 5215 | 4752 | 462 |
Profit Streak | 142.6135 | 0 | 303.2802 | 142.6135 | 0 | 303.2802 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482127 | 521233 | -578580 | -578481 | -580419 | 455179 |
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{ "first_band": { "type": "bbl", "factors": { "length": 236, "offset": 0, "std": 3.73543 } }, "second_band": { "type": "midpoint", "factors": { "length": 180, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 236, "offset": 0, "std": 3.73543 } }, "second_band": { "type": "midpoint", "factors": { "length": 180, "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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