Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 241111.6318 | 162390.5053 | 78721.1265 | 119181.4824 | 81383.7144 | 37797.7681 |
Total P&L (%) | 241.1116 | 162.3905 | 78.7211 | 119.1815 | 81.3837 | 37.7978 |
Avg Daily Profit (%) | 0.1688 | 0.1137 | 0.0551 | 0.055 | 0.0417 | 0.0225 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -86318 | -73624 | -72657 | -159684 | -92115 | -144028 |
Profit Factor | 1.3722 | 1.5565 | 1.2212 | 1.1244 | 1.196 | 1.0697 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
Profitability (%) | 50.4132 | 48.3333 | 52.459 | 50.4132 | 48.3333 | 52.459 |
Ratio Avg Win / Avg Loss | 1.3497 | 1.6638 | 1.1067 | 1.106 | 1.2785 | 0.9694 |
Largest Winning Trade | 61579 | 61579 | 33217 | 63994 | 63994 | 49654 |
Largest Losing Trade | -44701 | -29581 | -44701 | -84007 | -49656 | -84007 |
Avg Bars in Trades | 67 | 45 | 89 | 67 | 45 | 89 |
Avg Bars in Winners | 73 | 51 | 93 | 73 | 51 | 93 |
Avg Bars in Losers | 61 | 39 | 85 | 61 | 39 | 85 |
Bars Traded | 8203 | 2738 | 5465 | 8203 | 2738 | 5465 |
Profit Streak | 18.8888 | 0 | 86.7222 | 18.8888 | 0 | 86.7222 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317335 | -208265 | -280111 | -202245 | -311925 | -471268 |
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{ "first_band": { "type": "bbl", "factors": { "length": 78, "offset": 0, "std": 2.54569 } }, "second_band": { "type": "dcl", "factors": { "length": 224, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 78, "offset": 0, "std": 2.54569 } }, "second_band": { "type": "dcl", "factors": { "length": 224, "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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