Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 420813.5262 | 368370.7319 | 52442.7943 | 26844.898 | -85609.6091 | 112454.5072 |
Total P&L (%) | 420.8135 | 368.3707 | 52.4428 | 26.8449 | -85.6096 | 112.4545 |
Avg Daily Profit (%) | 0.2625 | 0.2298 | 0.0327 | 0.0148 | -0.1209 | 0.047 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -128845 | -120370 | -51079 | -597946 | -607627 | -187202 |
Profit Factor | 1.4432 | 1.5234 | 1.2135 | 1.0093 | 0.9613 | 1.168 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 105 | 49 | 56 | 105 | 49 | 56 |
Losing Trades | 84 | 45 | 39 | 84 | 45 | 39 |
Profitability (%) | 55.5556 | 52.1277 | 58.9474 | 55.5556 | 52.1277 | 58.9474 |
Ratio Avg Win / Avg Loss | 1.1546 | 1.399 | 0.8451 | 0.8075 | 0.8828 | 0.8134 |
Largest Winning Trade | 189654 | 189654 | 13757 | 282300 | 282300 | 75981 |
Largest Losing Trade | -73574 | -73574 | -37190 | -259960 | -259960 | -160346 |
Avg Bars in Trades | 95 | 170 | 20 | 95 | 170 | 20 |
Avg Bars in Winners | 80 | 149 | 20 | 80 | 149 | 20 |
Avg Bars in Losers | 112 | 192 | 20 | 112 | 192 | 20 |
Bars Traded | 17955 | 15980 | 1975 | 17955 | 15980 | 1975 |
Profit Streak | 19.1901 | 0 | 20.4401 | 19.1901 | 0 | 20.4401 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 409783 | 334693 | -150781 | -386087 | -580805 | -165860 |
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{ "first_band": { "type": "bbl", "factors": { "length": 176, "offset": 0, "std": 1.19759 } }, "second_band": { "type": "midprice", "factors": { "length": 98, "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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