Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714291.5907 | 648794.5158 | 65497.0748 | 1881669.8163 | -827884.1377 | 2709553.954 |
Total P&L (%) | 714.2916 | 648.7945 | 65.4971 | 1881.6698 | -827.8841 | 2709.554 |
Avg Daily Profit (%) | 0.3088 | 0.2805 | 0.0283 | 0.1292 | 0 | 0.1443 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -146561 | -158614 | -51548 | -9380122 | -9511745 | -502181 |
Profit Factor | 2.6605 | 2.9137 | 1.7187 | 1.1552 | 0.9273 | 4.7044 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 73.1343 | 75.7576 | 70.5882 | 73.1343 | 75.7576 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.9773 | 0.9324 | 0.7161 | 0.4244 | 0.2967 | 1.9602 |
Largest Winning Trade | 145695 | 145695 | 15778 | 2464078 | 2464078 | 800489 |
Largest Losing Trade | -85918 | -85918 | -41511 | -8584142 | -8584142 | -231769 |
Avg Bars in Trades | 54 | 108 | 2 | 54 | 108 | 2 |
Avg Bars in Winners | 15 | 29 | 1 | 15 | 29 | 1 |
Avg Bars in Losers | 159 | 355 | 3 | 159 | 355 | 3 |
Bars Traded | 3653 | 3572 | 81 | 3653 | 3572 | 81 |
Profit Streak | 0 | 310.2875 | 0 | 0 | 310.2875 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106736 | 568531 | -151941 | -189545 | -576496 | 379366 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 79, "offset": 0, "std": 2.99991 } } }
# | 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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