Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369247.611 | 358396.7005 | 10850.9104 | -20790.0428 | 155537.2545 | -176327.2973 |
Total P&L (%) | 369.2476 | 358.3967 | 10.8509 | -20.79 | 155.5373 | -176.3273 |
Avg Daily Profit (%) | 0.1552 | 0.1507 | 0.0046 | -0.0098 | 0.0394 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -217653 | -137178 | -140186 | -454471 | -185734 | -326024 |
Profit Factor | 1.3206 | 1.5262 | 1.0231 | 0.9833 | 1.2289 | 0.687 |
Total Trades | 240 | 120 | 120 | 240 | 120 | 120 |
Winning Trades | 146 | 74 | 72 | 146 | 74 | 72 |
Losing Trades | 94 | 46 | 48 | 94 | 46 | 48 |
Profitability (%) | 60.8333 | 61.6667 | 60 | 60.8333 | 61.6667 | 60 |
Ratio Avg Win / Avg Loss | 0.8503 | 0.9487 | 0.682 | 0.6331 | 0.7639 | 0.458 |
Largest Winning Trade | 97868 | 97868 | 19536 | 143206 | 143206 | 34877 |
Largest Losing Trade | -70189 | -70189 | -35414 | -103704 | -103704 | -101047 |
Avg Bars in Trades | 58 | 95 | 22 | 58 | 95 | 22 |
Avg Bars in Winners | 37 | 51 | 23 | 37 | 51 | 23 |
Avg Bars in Losers | 91 | 165 | 20 | 91 | 165 | 20 |
Bars Traded | 14087 | 11412 | 2675 | 14087 | 11412 | 2675 |
Profit Streak | 10.554 | 0 | 12.7206 | 10.554 | 0 | 12.7206 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 327333 | 297938 | -520905 | -577467 | -140950 | -578826 |
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{ "first_band": { "type": "bbl", "factors": { "length": 23, "offset": 0, "std": 2.08282 } }, "second_band": { "type": "midprice", "factors": { "length": 122, "offset": 0 } } }
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# | 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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