Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 580973.596 | 890908.0059 | -309934.4099 | -102976.828 | 301306.2886 | -404283.1167 |
Total P&L (%) | 580.9736 | 890.908 | -309.9344 | -102.9768 | 301.3063 | -404.2831 |
Avg Daily Profit (%) | 0.2626 | 0.4027 | -0.1401 | 0 | 0.0628 | 0 |
Buy And Hold Return (%) | 241.2067 | 241.2067 | 241.2067 | 241.2067 | 241.2067 | 241.2067 |
Max Trade Drawdown | -397648 | -54777 | -395555 | -488307 | -51624 | -509290 |
Profit Factor | 1.5693 | 5.0693 | 0.6133 | 0.9177 | 3.0011 | 0.6328 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 42 | 19 | 23 | 43 | 25 | 18 |
Losing Trades | 29 | 17 | 12 | 28 | 11 | 17 |
Profitability (%) | 59.1549 | 52.7778 | 65.7143 | 60.5634 | 69.4444 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.0836 | 4.5357 | 0.32 | 0.5976 | 1.3205 | 0.5976 |
Largest Winning Trade | 822191 | 822191 | 52574 | 185705 | 103940 | 185705 |
Largest Losing Trade | -174528 | -26819 | -174528 | -466021 | -51624 | -466021 |
Avg Bars in Trades | 85 | 65 | 106 | 85 | 65 | 106 |
Avg Bars in Winners | 74 | 64 | 82 | 88 | 67 | 118 |
Avg Bars in Losers | 101 | 67 | 151 | 81 | 63 | 92 |
Bars Traded | 6088 | 2369 | 3719 | 6088 | 2369 | 3719 |
Profit Streak | 0 | 0 | 0 | 67.9046 | 67.9046 | 100.5712 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83675 | 557255 | -578750 | -669438 | -189596 | -580042 |
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{ "first_band": { "type": "bbl", "factors": { "length": 237, "offset": 0, "std": 1.96474 } }, "second_band": { "type": "dcl", "factors": { "length": 148, "offset": 83 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 237, "offset": 0, "std": 1.96474 } }, "second_band": { "type": "dcl", "factors": { "length": 148, "offset": 83 } } }
# | 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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