Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 614967.0097 | 581321.5082 | 33645.5015 | 170645.997 | 192776.8717 | -22130.8748 |
Total P&L (%) | 614.967 | 581.3215 | 33.6455 | 170.646 | 192.7769 | -22.1309 |
Avg Daily Profit (%) | 0.2953 | 0.2791 | 0.0162 | 0.0478 | 0.0516 | -0.012 |
Buy And Hold Return (%) | 115.625 | 115.625 | 115.625 | 115.625 | 115.625 | 115.625 |
Max Trade Drawdown | -152762 | -172882 | -31760 | -2650257 | -3070671 | -574556 |
Profit Factor | 1.9695 | 2.1465 | 1.2643 | 1.0277 | 1.0388 | 0.9815 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 61 | 26 | 35 | 61 | 26 | 35 |
Losing Trades | 76 | 42 | 34 | 76 | 42 | 34 |
Profitability (%) | 44.5255 | 38.2353 | 50.7246 | 44.5255 | 38.2353 | 50.7246 |
Ratio Avg Win / Avg Loss | 2.4538 | 3.4675 | 1.2282 | 1.2804 | 1.678 | 0.9534 |
Largest Winning Trade | 346848 | 346848 | 12815 | 1098764 | 1098764 | 138299 |
Largest Losing Trade | -38729 | -38729 | -27441 | -1116061 | -1116061 | -270910 |
Avg Bars in Trades | 178 | 345 | 14 | 178 | 345 | 14 |
Avg Bars in Winners | 248 | 564 | 13 | 248 | 564 | 13 |
Avg Bars in Losers | 122 | 209 | 15 | 122 | 209 | 15 |
Bars Traded | 24510 | 23493 | 1017 | 24510 | 23493 | 1017 |
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 | 349435 | -102551 | -438485 | -338618 | -423904 | -682086 |
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{ "first_band": { "type": "bbl", "factors": { "length": 141, "offset": 0, "std": 3.49598 } }, "second_band": { "type": "dcl", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 141, "offset": 0, "std": 3.49598 } }, "second_band": { "type": "dcl", "factors": { "length": 89, "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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