Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 377721.2258 | 208266.897 | 169454.3288 | 367188.9549 | -134318.2861 | 501507.241 |
Total P&L (%) | 377.7212 | 208.2669 | 169.4543 | 367.189 | -134.3183 | 501.5072 |
Avg Daily Profit (%) | 0.2089 | 0.1152 | 0.0937 | 0.0853 | 0 | 0.0993 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -159555 | -62484 | -130492 | -2075594 | -783211 | -1809202 |
Profit Factor | 1.6965 | 1.993 | 1.5095 | 1.0881 | 0.9188 | 1.1995 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 47.2527 | 43.4783 | 51.1111 | 47.2527 | 43.4783 | 51.1111 |
Ratio Avg Win / Avg Loss | 1.8937 | 2.5909 | 1.4438 | 1.2146 | 1.1944 | 1.1474 |
Largest Winning Trade | 74673 | 74673 | 72194 | 601025 | 454054 | 601025 |
Largest Losing Trade | -53493 | -26227 | -53493 | -974785 | -596360 | -974785 |
Avg Bars in Trades | 55 | 21 | 91 | 55 | 21 | 91 |
Avg Bars in Winners | 85 | 25 | 138 | 85 | 25 | 138 |
Avg Bars in Losers | 28 | 17 | 42 | 28 | 17 | 42 |
Bars Traded | 5074 | 975 | 4099 | 5074 | 975 | 4099 |
Profit Streak | 0 | 0 | 9.1484 | 0 | 0 | 9.1484 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363101 | -37615 | -65598 | -203505 | -581296 | -60174 |
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{ "first_band": { "type": "dcu", "factors": { "length": 122, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 3.67577 } } }
# | 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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