Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 433482.4956 | 491477.1577 | -57994.6621 | -87964.9651 | -134271.1134 | 46306.1483 |
Total P&L (%) | 433.4825 | 491.4772 | -57.9947 | -87.965 | -134.2711 | 46.3061 |
Avg Daily Profit (%) | 0.1821 | 0.2065 | -0.0244 | -0.0889 | 0 | 0.016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -243872 | -169538 | -81797 | -808943 | -766376 | -56614 |
Profit Factor | 1.4805 | 1.7332 | 0.7499 | 0.9311 | 0.8794 | 1.2839 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Losing Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Profitability (%) | 52.4272 | 58.8235 | 46.1538 | 52.4272 | 58.8235 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.3434 | 1.2132 | 0.8749 | 0.8449 | 0.6156 | 1.4979 |
Largest Winning Trade | 278455 | 278455 | 19389 | 312867 | 312867 | 87168 |
Largest Losing Trade | -77458 | -77458 | -29059 | -453575 | -453575 | -23756 |
Avg Bars in Trades | 88 | 172 | 6 | 88 | 172 | 6 |
Avg Bars in Winners | 47 | 81 | 6 | 47 | 81 | 6 |
Avg Bars in Losers | 133 | 302 | 7 | 133 | 302 | 7 |
Bars Traded | 9154 | 8791 | 363 | 9154 | 8791 | 363 |
Profit Streak | 15.1953 | 0 | 72.9453 | 15.1953 | 0 | 72.9453 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 353821 | -169060 | -761493 | -579604 | -759689 | -353877 |
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{ "first_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 2.27257 } }, "second_band": { "type": "bbm", "factors": { "length": 59, "offset": 18, "std": 1.06023 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 2.27257 } }, "second_band": { "type": "bbm", "factors": { "length": 59, "offset": 18, "std": 1.06023 } } }
# | 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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