Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 402077.8011 | 402958.0781 | -880.277 | 28435.8454 | -82908.9698 | 111344.8152 |
Total P&L (%) | 402.0778 | 402.9581 | -0.8803 | 28.4358 | -82.909 | 111.3448 |
Avg Daily Profit (%) | 0.2142 | 0.2147 | -0.0005 | 0.0133 | -0.0941 | 0.0399 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163762 | -166985 | -99401 | -834414 | -839195 | -198344 |
Profit Factor | 1.2446 | 1.4001 | 0.9986 | 1.0084 | 0.9628 | 1.0979 |
Total Trades | 474 | 237 | 237 | 474 | 237 | 237 |
Winning Trades | 273 | 136 | 137 | 273 | 136 | 137 |
Losing Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Profitability (%) | 57.5949 | 57.384 | 57.8059 | 57.5949 | 57.384 | 57.8059 |
Ratio Avg Win / Avg Loss | 0.9164 | 1.0398 | 0.7289 | 0.7425 | 0.715 | 0.8014 |
Largest Winning Trade | 118641 | 118641 | 15419 | 177101 | 177101 | 87730 |
Largest Losing Trade | -55726 | -55726 | -28812 | -257602 | -257602 | -170304 |
Avg Bars in Trades | 45 | 76 | 14 | 45 | 76 | 14 |
Avg Bars in Winners | 30 | 45 | 14 | 30 | 45 | 14 |
Avg Bars in Losers | 65 | 117 | 13 | 65 | 117 | 13 |
Bars Traded | 21441 | 18091 | 3350 | 21441 | 18091 | 3350 |
Profit Streak | 1.7459 | 2.5792 | 0 | 1.7459 | 2.5792 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 251359 | 307508 | -578803 | -390016 | -580678 | -252143 |
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{ "first_band": { "type": "bbl", "factors": { "length": 19, "offset": 0, "std": 2.61073 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 19, "offset": 0, "std": 2.61073 } }, "second_band": { "type": "midprice", "factors": { "length": 91, "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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