Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2443554.4269 | 2442751.8474 | 802.5795 | 437196.5018 | 3283825.7908 | -2846629.2891 |
Total P&L (%) | 2443.5544 | 2442.7518 | 0.8026 | 437.1965 | 3283.8258 | -2846.6293 |
Avg Daily Profit (%) | 1.3086 | 1.3082 | 0.0004 | 0.0901 | 0.1888 | 0 |
Buy And Hold Return (%) | 493.2149 | 493.2149 | 493.2149 | 493.2149 | 493.2149 | 493.2149 |
Max Trade Drawdown | -154137 | -123817 | -143413 | -4071690 | -2266868 | -4124125 |
Profit Factor | 3.902 | 5.5994 | 1.0026 | 1.034 | 1.4524 | 0.492 |
Total Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 45.3704 | 38.8889 | 51.8519 | 45.3704 | 38.8889 | 51.8519 |
Ratio Avg Win / Avg Loss | 4.6984 | 8.7991 | 0.931 | 1.245 | 2.2823 | 0.4569 |
Largest Winning Trade | 1972819 | 1972819 | 37422 | 3069403 | 3069403 | 688482 |
Largest Losing Trade | -64395 | -50450 | -64395 | -2880878 | -1153010 | -2880878 |
Avg Bars in Trades | 67 | 101 | 32 | 67 | 101 | 32 |
Avg Bars in Winners | 77 | 125 | 42 | 77 | 125 | 42 |
Avg Bars in Losers | 58 | 86 | 21 | 58 | 86 | 21 |
Bars Traded | 7247 | 5496 | 1751 | 7247 | 5496 | 1751 |
Profit Streak | 0 | 52.3232 | 0 | 0 | 52.3232 | 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 | 637563 | -162923 | -757180 | -423134 | -173549 | -760593 |
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{ "first_band": { "type": "bbl", "factors": { "length": 205, "offset": 0, "std": 3.15646 } }, "second_band": { "type": "dcl", "factors": { "length": 174, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 205, "offset": 0, "std": 3.15646 } }, "second_band": { "type": "dcl", "factors": { "length": 174, "offset": 0 } } }
# | 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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