Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315198.2389 | 315171.5149 | 26.724 | 33302.7163 | 139825.6919 | -106522.9757 |
Total P&L (%) | 315.1982 | 315.1715 | 0.0267 | 33.3027 | 139.8257 | -106.523 |
Avg Daily Profit (%) | 0.1674 | 0.1674 | 0 | 0.0153 | 0.0465 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -116451 | -83861 | -110538 | -144259 | -113699 | -168098 |
Profit Factor | 1.8503 | 2.5633 | 1.0002 | 1.079 | 1.6719 | 0.5013 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 17 | 7 | 10 | 17 | 7 | 10 |
Profitability (%) | 76.0563 | 80 | 72.2222 | 76.0563 | 80 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.5825 | 0.6408 | 0.3847 | 0.3397 | 0.418 | 0.1928 |
Largest Winning Trade | 126581 | 126581 | 23259 | 85763 | 85763 | 28538 |
Largest Losing Trade | -83861 | -83861 | -60162 | -92360 | -91166 | -92360 |
Avg Bars in Trades | 40 | 76 | 4 | 40 | 76 | 4 |
Avg Bars in Winners | 16 | 28 | 2 | 16 | 28 | 2 |
Avg Bars in Losers | 116 | 267 | 10 | 116 | 267 | 10 |
Bars Traded | 2856 | 2683 | 173 | 2856 | 2683 | 173 |
Profit Streak | 0 | 349.7011 | 0 | 0 | 349.7011 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -79546 | 528989 | -577429 | -398210 | -125219 | -577621 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 147, "offset": 0, "std": 2.33425 } } }
# | 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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