Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 701882.223 | 574201.1341 | 127681.089 | 9977948.0866 | 10129039.8666 | -151091.78 |
Total P&L (%) | 701.8822 | 574.2011 | 127.6811 | 9977.9481 | 10129.0399 | -151.0918 |
Avg Daily Profit (%) | 0.2806 | 0.2296 | 0.0511 | 0.1846 | 0.1852 | 0 |
Buy And Hold Return (%) | 831.156 | 831.156 | 831.156 | 831.156 | 831.156 | 831.156 |
Max Trade Drawdown | -85141 | -74801 | -87415 | -3482968 | -2175796 | -5176605 |
Profit Factor | 2.3133 | 3.5822 | 1.4091 | 1.6244 | 3.1506 | 0.9866 |
Total Trades | 155 | 77 | 78 | 155 | 77 | 78 |
Winning Trades | 97 | 49 | 48 | 97 | 49 | 48 |
Losing Trades | 58 | 28 | 30 | 58 | 28 | 30 |
Profitability (%) | 62.5806 | 63.6364 | 61.5385 | 62.5806 | 63.6364 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.3832 | 2.047 | 0.8807 | 0.9713 | 1.8003 | 0.6166 |
Largest Winning Trade | 142943 | 142943 | 27282 | 3476883 | 3476883 | 1040132 |
Largest Losing Trade | -41261 | -41261 | -31103 | -2085846 | -1080942 | -2085846 |
Avg Bars in Trades | 30 | 51 | 9 | 30 | 51 | 9 |
Avg Bars in Winners | 26 | 41 | 11 | 26 | 41 | 11 |
Avg Bars in Losers | 36 | 68 | 6 | 36 | 68 | 6 |
Bars Traded | 4713 | 3969 | 744 | 4713 | 3969 | 744 |
Profit Streak | 9.4404 | 0 | 10.4404 | 9.4404 | 0 | 10.4404 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150648 | -190644 | -323184 | 407258 | -25980 | -612531 |
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{ "first_band": { "type": "bbl", "factors": { "length": 9, "offset": 0, "std": 4.36104 } }, "second_band": { "type": "midpoint", "factors": { "length": 214, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 9, "offset": 0, "std": 4.36104 } }, "second_band": { "type": "midpoint", "factors": { "length": 214, "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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