Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388548.8315 | 583681.7786 | -195132.9471 | 5275261.3292 | -2050362.2831 | 7325623.6123 |
Total P&L (%) | 388.5488 | 583.6818 | -195.1329 | 5275.2613 | -2050.3623 | 7325.6236 |
Avg Daily Profit (%) | 0.2074 | 0.3116 | -0.1042 | 0.213 | 0 | 0.2302 |
Buy And Hold Return (%) | 473.0771 | 473.0771 | 473.0771 | 473.0771 | 473.0771 | 473.0771 |
Max Trade Drawdown | -290831 | -108603 | -255041 | -20796408 | -9535747 | -15568661 |
Profit Factor | 1.3924 | 2.8451 | 0.7104 | 1.1118 | 0.9135 | 1.3116 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 57 | 24 | 33 | 47 | 26 | 21 |
Losing Trades | 35 | 22 | 13 | 45 | 20 | 25 |
Profitability (%) | 61.9565 | 52.1739 | 71.7391 | 51.087 | 56.5217 | 45.6522 |
Ratio Avg Win / Avg Loss | 0.855 | 2.608 | 0.2798 | 1.0645 | 0.7027 | 1.5615 |
Largest Winning Trade | 174710 | 174710 | 49114 | 12260506 | 4251135 | 12260506 |
Largest Losing Trade | -222522 | -56395 | -222522 | -3265163 | -3265163 | -3116300 |
Avg Bars in Trades | 58 | 54 | 61 | 58 | 54 | 61 |
Avg Bars in Winners | 46 | 31 | 56 | 55 | 57 | 52 |
Avg Bars in Losers | 77 | 80 | 73 | 61 | 51 | 69 |
Bars Traded | 5358 | 2520 | 2838 | 5358 | 2520 | 2838 |
Profit Streak | 31.4828 | 0 | 73.4828 | 31.4828 | 0 | 73.4828 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -156775 | -78262 | -577328 | -88506 | -579859 | 306108 |
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{ "first_band": { "type": "dcu", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 226, "offset": 0, "std": 3.15835 } } }
# | 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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