Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 330954.6636 | 306536.7789 | 24417.8847 | 206702.1189 | 231663.1219 | -24961.003 |
Total P&L (%) | 330.9547 | 306.5368 | 24.4179 | 206.7021 | 231.6631 | -24.961 |
Avg Daily Profit (%) | 0.2339 | 0.2166 | 0.0173 | 0.0792 | 0.0848 | -0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97043 | -59934 | -72143 | -308153 | -259236 | -249391 |
Profit Factor | 1.8352 | 2.2565 | 1.1604 | 1.1603 | 1.2982 | 0.9513 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 49.2063 | 54.8387 | 43.75 | 49.2063 | 54.8387 | 43.75 |
Ratio Avg Win / Avg Loss | 1.8944 | 1.8583 | 1.4919 | 1.1977 | 1.0691 | 1.2232 |
Largest Winning Trade | 157441 | 157441 | 23012 | 305677 | 305677 | 115025 |
Largest Losing Trade | -48332 | -48332 | -35534 | -169185 | -169185 | -132036 |
Avg Bars in Trades | 38 | 66 | 11 | 38 | 66 | 11 |
Avg Bars in Winners | 50 | 80 | 14 | 50 | 80 | 14 |
Avg Bars in Losers | 26 | 48 | 8 | 26 | 48 | 8 |
Bars Traded | 2410 | 2047 | 363 | 2410 | 2047 | 363 |
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 | -139915 | 455247 | -220068 | -282708 | -79123 | -581296 |
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{ "first_band": { "type": "bbl", "factors": { "length": 41, "offset": 0, "std": 3.91009 } }, "second_band": { "type": "dcl", "factors": { "length": 60, "offset": 0 } } }
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# | 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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