Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238594.4733 | 122935.3627 | 115659.1106 | -5020.0095 | -14619.6373 | 9599.6278 |
Total P&L (%) | 238.5945 | 122.9354 | 115.6591 | -5.02 | -14.6196 | 9.5996 |
Avg Daily Profit (%) | 0.2324 | 0.1197 | 0.1127 | -0.005 | -0.0154 | 0.0089 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192653 | -161756 | -91144 | -150899 | -62524 | -110387 |
Profit Factor | 1.4011 | 1.3684 | 1.443 | 0.986 | 0.9175 | 1.0529 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 53 | 21 | 32 | 53 | 21 | 32 |
Losing Trades | 50 | 31 | 19 | 50 | 31 | 19 |
Profitability (%) | 51.4563 | 40.3846 | 62.7451 | 51.4563 | 40.3846 | 62.7451 |
Ratio Avg Win / Avg Loss | 1.3218 | 2.02 | 0.8568 | 0.9302 | 1.3544 | 0.6252 |
Largest Winning Trade | 204133 | 204133 | 37416 | 45060 | 45060 | 27022 |
Largest Losing Trade | -54887 | -41471 | -54887 | -57750 | -24070 | -57750 |
Avg Bars in Trades | 27 | 20 | 33 | 27 | 20 | 33 |
Avg Bars in Winners | 28 | 18 | 35 | 28 | 18 | 35 |
Avg Bars in Losers | 25 | 22 | 29 | 25 | 22 | 29 |
Bars Traded | 2785 | 1070 | 1715 | 2785 | 1070 | 1715 |
Profit Streak | 0 | 0 | 62.4975 | 0 | 0 | 62.4975 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336260 | -215054 | -221152 | -580037 | -762628 | -688514 |
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{ "first_band": { "type": "bbl", "factors": { "length": 20, "offset": 0, "std": 4.46012 } }, "second_band": { "type": "dcl", "factors": { "length": 211, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 20, "offset": 0, "std": 4.46012 } }, "second_band": { "type": "dcl", "factors": { "length": 211, "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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