Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394872.0416 | 337653.8494 | 57218.1921 | 601074.3928 | 531407.6437 | 69666.7491 |
Total P&L (%) | 394.872 | 337.6538 | 57.2182 | 601.0744 | 531.4076 | 69.6667 |
Avg Daily Profit (%) | 0.2796 | 0.239 | 0.0405 | 0.138 | 0.1305 | 0.0374 |
Buy And Hold Return (%) | 76.71 | 76.71 | 76.71 | 76.71 | 76.71 | 76.71 |
Max Trade Drawdown | -85138 | -85138 | -26191 | -351701 | -351701 | -61678 |
Profit Factor | 2.7604 | 3.0612 | 1.9458 | 1.7953 | 1.9139 | 1.3996 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 52 | 29 | 23 | 52 | 29 | 23 |
Losing Trades | 15 | 4 | 11 | 15 | 4 | 11 |
Profitability (%) | 77.6119 | 87.8788 | 67.6471 | 77.6119 | 87.8788 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.7963 | 0.4222 | 0.9306 | 0.5179 | 0.264 | 0.6694 |
Largest Winning Trade | 60317 | 60317 | 17359 | 154769 | 154769 | 33035 |
Largest Losing Trade | -85138 | -85138 | -26191 | -351701 | -351701 | -58731 |
Avg Bars in Trades | 36 | 69 | 3 | 36 | 69 | 3 |
Avg Bars in Winners | 16 | 27 | 2 | 16 | 27 | 2 |
Avg Bars in Losers | 104 | 374 | 6 | 104 | 374 | 6 |
Bars Traded | 2433 | 2308 | 125 | 2433 | 2308 | 125 |
Profit Streak | 0 | 575.3614 | 0 | 0 | 575.3614 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107864 | 544465 | -301107 | -125226 | -11553 | -307096 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 130, "offset": 0, "std": 2.71147 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 130, "offset": 0, "std": 2.71147 } } }
# | 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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