Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 280068.4482 | 333757.6971 | -53689.2489 | -82374.1481 | 1695.295 | -84069.443 |
Total P&L (%) | 280.0684 | 333.7577 | -53.6892 | -82.3741 | 1.6953 | -84.0694 |
Avg Daily Profit (%) | 0.1511 | 0.18 | -0.029 | -0.0936 | 0.0009 | -0.099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -184485 | -200103 | -87231 | -948494 | -956616 | -133517 |
Profit Factor | 1.4767 | 1.7038 | 0.526 | 0.9411 | 1.0014 | 0.5472 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Profitability (%) | 61.039 | 57.8947 | 64.1026 | 61.039 | 57.8947 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.9426 | 1.2392 | 0.2945 | 0.6007 | 0.7283 | 0.3065 |
Largest Winning Trade | 159128 | 159128 | 7577 | 369559 | 369559 | 22826 |
Largest Losing Trade | -75321 | -73445 | -75321 | -562464 | -562464 | -126716 |
Avg Bars in Trades | 270 | 545 | 2 | 270 | 545 | 2 |
Avg Bars in Winners | 120 | 256 | 2 | 120 | 256 | 2 |
Avg Bars in Losers | 505 | 943 | 3 | 505 | 943 | 3 |
Bars Traded | 20837 | 20730 | 107 | 20837 | 20730 | 107 |
Profit Streak | 0 | 76.8407 | 0 | 0 | 76.8407 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37868 | 401837 | -578651 | -625346 | -576436 | -578651 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 84, "offset": 0, "std": 3.28466 } } }
# | 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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