Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -204697.5089 | 62002.8539 | -266700.3628 | -108002.9268 | 1809687.6344 | -1917690.5611 |
Total P&L (%) | -204.6975 | 62.0029 | -266.7004 | -108.0029 | 1809.6876 | -1917.6906 |
Avg Daily Profit (%) | -0.106 | 0.0321 | -0.1381 | 0 | 0.1529 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -541892 | -209188 | -359312 | -2701864 | -666652 | -2630513 |
Profit Factor | 0.7546 | 1.1642 | 0.4159 | 0.9714 | 2.9372 | 0.3259 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 51 | 28 | 23 | 41 | 23 | 18 |
Losing Trades | 21 | 8 | 13 | 31 | 13 | 18 |
Profitability (%) | 70.8333 | 77.7778 | 63.8889 | 56.9444 | 63.8889 | 50 |
Ratio Avg Win / Avg Loss | 0.3107 | 0.3326 | 0.2351 | 0.7345 | 1.6602 | 0.3259 |
Largest Winning Trade | 78960 | 78960 | 25047 | 594880 | 594880 | 301667 |
Largest Losing Trade | -242789 | -67672 | -242789 | -2033295 | -666652 | -2033295 |
Avg Bars in Trades | 51 | 95 | 6 | 51 | 95 | 6 |
Avg Bars in Winners | 18 | 31 | 2 | 76 | 130 | 8 |
Avg Bars in Losers | 131 | 319 | 15 | 17 | 34 | 5 |
Bars Traded | 3683 | 3435 | 248 | 3683 | 3435 | 248 |
Profit Streak | 26.5197 | 26.5197 | 138.5197 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -660112 | -187925 | -577741 | -663377 | 541514 | -580502 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 190, "offset": 0, "std": 2.31947 } } }
# | 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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