Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1925565.4372 | 1828717.654 | 96847.7831 | 37825325.1561 | 25358452.1774 | 12466872.9787 |
Total P&L (%) | 1925.5654 | 1828.7177 | 96.8478 | 37825.3252 | 25358.4522 | 12466.873 |
Avg Daily Profit (%) | 1.0301 | 0.9783 | 0.0518 | 0.3182 | 0.2968 | 0.2589 |
Buy And Hold Return (%) | 8743.905 | 8743.905 | 8743.905 | 8743.905 | 8743.905 | 8743.905 |
Max Trade Drawdown | -117878 | -88339 | -68360 | -11588492 | -5905775 | -10337048 |
Profit Factor | 4.8282 | 7.7709 | 1.4158 | 2.1088 | 2.5769 | 1.6913 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 58 | 26 | 32 | 58 | 26 | 32 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 53.211 | 48.1481 | 58.1818 | 53.211 | 48.1481 | 58.1818 |
Ratio Avg Win / Avg Loss | 4.2455 | 8.3687 | 1.0176 | 1.8542 | 2.7752 | 1.2156 |
Largest Winning Trade | 977124 | 977124 | 48883 | 10798356 | 9912796 | 10798356 |
Largest Losing Trade | -58619 | -58619 | -37816 | -7736586 | -3789368 | -7736586 |
Avg Bars in Trades | 63 | 93 | 33 | 63 | 93 | 33 |
Avg Bars in Winners | 79 | 123 | 43 | 79 | 123 | 43 |
Avg Bars in Losers | 45 | 67 | 20 | 45 | 67 | 20 |
Bars Traded | 6940 | 5074 | 1866 | 6940 | 5074 | 1866 |
Profit Streak | 101.6609 | 101.6609 | 137.9109 | 101.6609 | 101.6609 | 137.9109 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142681 | -324143 | -466745 | 474744 | -169636 | -200712 |
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{ "first_band": { "type": "bbu", "factors": { "length": 116, "offset": 0, "std": 1.597 } }, "second_band": { "type": "dcu", "factors": { "length": 84, "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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