Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 468567.2601 | 395836.3935 | 72730.8667 | 901285.0194 | 844885.1164 | 56399.9029 |
Total P&L (%) | 468.5673 | 395.8364 | 72.7309 | 901.285 | 844.8851 | 56.3999 |
Avg Daily Profit (%) | 0.3317 | 0.2802 | 0.0515 | 0.1632 | 0.1591 | 0.0317 |
Buy And Hold Return (%) | 81.2075 | 81.2075 | 81.2075 | 81.2075 | 81.2075 | 81.2075 |
Max Trade Drawdown | -77882 | -86579 | -64068 | -660536 | -782540 | -662358 |
Profit Factor | 1.8588 | 2.0422 | 1.4386 | 1.2454 | 1.3322 | 1.0499 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Losing Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Profitability (%) | 72.1805 | 75.7576 | 68.6567 | 72.1805 | 75.7576 | 68.6567 |
Ratio Avg Win / Avg Loss | 0.7164 | 0.6535 | 0.6567 | 0.48 | 0.4263 | 0.4793 |
Largest Winning Trade | 53572 | 53572 | 16811 | 218074 | 218074 | 160497 |
Largest Losing Trade | -72861 | -72861 | -35971 | -520609 | -520609 | -252748 |
Avg Bars in Trades | 19 | 35 | 4 | 19 | 35 | 4 |
Avg Bars in Winners | 7 | 11 | 2 | 7 | 11 | 2 |
Avg Bars in Losers | 51 | 109 | 7 | 51 | 109 | 7 |
Bars Traded | 2614 | 2341 | 273 | 2614 | 2341 | 273 |
Profit Streak | 495.486 | 0 | 566.986 | 495.486 | 0 | 566.986 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 459596 | -112875 | -403690 | 356279 | -114538 | -596672 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 41, "offset": 0, "std": 1.92723 } } }
# | 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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