Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 883067.2256 | 845389.6183 | 37677.6072 | 20026865.0931 | 17531202.5046 | 2495662.5886 |
Total P&L (%) | 883.0672 | 845.3896 | 37.6776 | 20026.8651 | 17531.2025 | 2495.6626 |
Avg Daily Profit (%) | 0.4721 | 0.452 | 0.0201 | 0.284 | 0.2769 | 0.1743 |
Buy And Hold Return (%) | 6007.98 | 6007.98 | 6007.98 | 6007.98 | 6007.98 | 6007.98 |
Max Trade Drawdown | -146495 | -151548 | -11210 | -10073623 | -10309942 | -608731 |
Profit Factor | 4.4007 | 5.0213 | 1.762 | 2.0836 | 2.0129 | 3.1272 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 55 | 31 | 24 | 55 | 31 | 24 |
Losing Trades | 20 | 6 | 14 | 20 | 6 | 14 |
Profitability (%) | 73.3333 | 83.7838 | 63.1579 | 73.3333 | 83.7838 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.6003 | 0.9719 | 1.0278 | 0.7577 | 0.3896 | 1.8242 |
Largest Winning Trade | 184587 | 184587 | 12031 | 12571208 | 12571208 | 701478 |
Largest Losing Trade | -71946 | -71946 | -9084 | -5719549 | -5719549 | -429939 |
Avg Bars in Trades | 66 | 132 | 2 | 66 | 132 | 2 |
Avg Bars in Winners | 51 | 89 | 1 | 51 | 89 | 1 |
Avg Bars in Losers | 107 | 350 | 3 | 107 | 350 | 3 |
Bars Traded | 4980 | 4884 | 97 | 4980 | 4884 | 97 |
Profit Streak | 64.9605 | 0 | 639.2939 | 64.9605 | 0 | 639.2939 |
Trades During Streak | 1 | 0 | 5 | 1 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -205474 | -146291 | -326132 | -50291 | 389547 | -148623 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 89, "offset": 0, "std": 2.92269 } } }
# | 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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