Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301368.1676 | 313253.7352 | -11885.5677 | 25422.0773 | 63215.3493 | -37793.2721 |
Total P&L (%) | 301.3682 | 313.2537 | -11.8856 | 25.4221 | 63.2153 | -37.7933 |
Avg Daily Profit (%) | 0.1447 | 0.1504 | -0.0057 | 0.0109 | 0.0235 | -0.0228 |
Buy And Hold Return (%) | 62.7106 | 62.7106 | 62.7106 | 62.7106 | 62.7106 | 62.7106 |
Max Trade Drawdown | -158083 | -155399 | -29578 | -339299 | -326314 | -58324 |
Profit Factor | 1.609 | 1.8476 | 0.9051 | 1.0325 | 1.1024 | 0.7722 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 50.5155 | 52.0833 | 48.9796 | 50.5155 | 52.0833 | 48.9796 |
Ratio Avg Win / Avg Loss | 1.5762 | 1.6998 | 0.9428 | 1.0114 | 1.0142 | 0.8044 |
Largest Winning Trade | 133610 | 133610 | 14896 | 115663 | 115663 | 25246 |
Largest Losing Trade | -65005 | -65005 | -18810 | -224491 | -224491 | -30692 |
Avg Bars in Trades | 254 | 493 | 19 | 254 | 493 | 19 |
Avg Bars in Winners | 231 | 432 | 21 | 231 | 432 | 21 |
Avg Bars in Losers | 277 | 558 | 18 | 277 | 558 | 18 |
Bars Traded | 24651 | 23678 | 973 | 24651 | 23678 | 973 |
Profit Streak | 87.0901 | 88.4235 | 87.0901 | 87.0901 | 88.4235 | 87.0901 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 107011 | 370193 | -580242 | -527615 | -431667 | -580242 |
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{ "first_band": { "type": "bbl", "factors": { "length": 48, "offset": 0, "std": 4.18116 } }, "second_band": { "type": "midpoint", "factors": { "length": 187, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 48, "offset": 0, "std": 4.18116 } }, "second_band": { "type": "midpoint", "factors": { "length": 187, "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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