Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1606705.2641 | 1593685.5255 | 13019.7387 | 836637.0645 | 718207.62 | 118429.4444 |
Total P&L (%) | 1606.7053 | 1593.6855 | 13.0197 | 836.6371 | 718.2076 | 118.4294 |
Avg Daily Profit (%) | 0.742 | 0.7359 | 0.006 | 0.1034 | 0.0971 | 0.0361 |
Buy And Hold Return (%) | 181.5582 | 181.5582 | 181.5582 | 181.5582 | 181.5582 | 181.5582 |
Max Trade Drawdown | -118699 | -123151 | -21143 | -3707451 | -3518785 | -261768 |
Profit Factor | 4.2468 | 4.762 | 1.1828 | 1.1261 | 1.1163 | 1.2589 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 22 | 9 | 13 | 22 | 9 | 13 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 36.0656 | 30 | 41.9355 | 36.0656 | 30 | 41.9355 |
Ratio Avg Win / Avg Loss | 7.5284 | 11.1112 | 1.6377 | 1.9962 | 2.6046 | 1.7431 |
Largest Winning Trade | 1086339 | 1086339 | 17701 | 3779695 | 3779695 | 189735 |
Largest Losing Trade | -54644 | -54644 | -13969 | -2378824 | -2378824 | -176650 |
Avg Bars in Trades | 198 | 400 | 3 | 198 | 400 | 3 |
Avg Bars in Winners | 355 | 862 | 5 | 355 | 862 | 5 |
Avg Bars in Losers | 110 | 202 | 1 | 110 | 202 | 1 |
Bars Traded | 12123 | 12026 | 97 | 12123 | 12026 | 97 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -151784 | 446888 | -371823 | -308673 | -164532 | -312423 |
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{ "first_band": { "type": "bbl", "factors": { "length": 198, "offset": 0, "std": 2.94617 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 198, "offset": 0, "std": 2.94617 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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