Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 365661.5185 | 365737.9491 | -76.4306 | 152731.2237 | 432301.9632 | -279570.7395 |
Total P&L (%) | 365.6615 | 365.7379 | -0.0764 | 152.7312 | 432.302 | -279.5707 |
Avg Daily Profit (%) | 0.259 | 0.2591 | -0.0001 | 0.0657 | 0.1185 | 0 |
Buy And Hold Return (%) | 79.771 | 79.771 | 79.771 | 79.771 | 79.771 | 79.771 |
Max Trade Drawdown | -182137 | -124196 | -97002 | -484088 | -485593 | -435738 |
Profit Factor | 1.4645 | 1.9194 | 0.9998 | 1.0697 | 1.4087 | 0.7533 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 77 | 35 | 42 | 77 | 35 | 42 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 50.3268 | 46.0526 | 54.5455 | 50.3268 | 46.0526 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.4455 | 2.2485 | 0.8332 | 1.0558 | 1.6502 | 0.6277 |
Largest Winning Trade | 157574 | 157574 | 50544 | 322519 | 322519 | 96620 |
Largest Losing Trade | -43415 | -27287 | -43415 | -193913 | -101081 | -193913 |
Avg Bars in Trades | 53 | 78 | 28 | 53 | 78 | 28 |
Avg Bars in Winners | 55 | 95 | 22 | 55 | 95 | 22 |
Avg Bars in Losers | 51 | 63 | 36 | 51 | 63 | 36 |
Bars Traded | 8150 | 5933 | 2217 | 8150 | 5933 | 2217 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 300790 | -40925 | -621869 | -255672 | -84992 | -621869 |
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{ "first_band": { "type": "dcl", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 50, "offset": 0, "std": 2.95334 } } }
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{ "first_band": { "type": "dcl", "factors": { "length": 248, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 50, "offset": 0, "std": 2.95334 } } }
# | 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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