Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 478093.6502 | 397214.3355 | 80879.3147 | 383217.3931 | -2180266.7242 | 2563484.1172 |
Total P&L (%) | 478.0937 | 397.2143 | 80.8793 | 383.2174 | -2180.2667 | 2563.4841 |
Avg Daily Profit (%) | 0.2296 | 0.1907 | 0.0388 | 0.0757 | 0 | 0.1577 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192586 | -201852 | -27048 | -14632564 | -16103540 | -1677315 |
Profit Factor | 1.2725 | 1.2762 | 1.2557 | 1.0066 | 0.956 | 1.3072 |
Total Trades | 757 | 378 | 379 | 757 | 378 | 379 |
Winning Trades | 477 | 262 | 215 | 477 | 262 | 215 |
Losing Trades | 280 | 116 | 164 | 280 | 116 | 164 |
Profitability (%) | 63.0119 | 69.3122 | 56.7282 | 63.0119 | 69.3122 | 56.7282 |
Ratio Avg Win / Avg Loss | 0.747 | 0.565 | 0.9579 | 0.5909 | 0.4233 | 0.9971 |
Largest Winning Trade | 39855 | 39855 | 9245 | 1841097 | 1841097 | 954336 |
Largest Losing Trade | -47169 | -47169 | -23586 | -5214737 | -5214737 | -1125785 |
Avg Bars in Trades | 32 | 63 | 2 | 32 | 63 | 2 |
Avg Bars in Winners | 16 | 28 | 2 | 16 | 28 | 2 |
Avg Bars in Losers | 60 | 141 | 3 | 60 | 141 | 3 |
Bars Traded | 24866 | 23857 | 1009 | 24866 | 23857 | 1009 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438505 | 350559 | -140300 | -300766 | -576854 | 313678 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 33, "offset": 0, "std": 2.14569 } } }
# | 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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