Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 264260.3796 | 197320.537 | 66939.8426 | 753.8797 | -20189.2249 | 20943.1046 |
Total P&L (%) | 264.2604 | 197.3205 | 66.9398 | 0.7539 | -20.1892 | 20.9431 |
Avg Daily Profit (%) | 0.1938 | 0.1447 | 0.0491 | 0.0006 | -0.0165 | 0.0139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109424 | -93685 | -73849 | -176714 | -210453 | -139427 |
Profit Factor | 1.3931 | 1.4742 | 1.2613 | 1.0008 | 0.965 | 1.0594 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 54.902 | 47.0588 | 62.7451 | 54.902 | 47.0588 | 62.7451 |
Ratio Avg Win / Avg Loss | 1.1443 | 1.6585 | 0.7489 | 0.8221 | 1.0856 | 0.629 |
Largest Winning Trade | 147641 | 147641 | 31647 | 107015 | 107015 | 56457 |
Largest Losing Trade | -56035 | -38086 | -56035 | -100583 | -86111 | -100583 |
Avg Bars in Trades | 75 | 106 | 43 | 75 | 106 | 43 |
Avg Bars in Winners | 75 | 108 | 49 | 75 | 108 | 49 |
Avg Bars in Losers | 74 | 105 | 32 | 74 | 105 | 32 |
Bars Traded | 7651 | 5447 | 2204 | 7651 | 5447 | 2204 |
Profit Streak | 42.1337 | 42.1337 | 51.967 | 42.1337 | 42.1337 | 51.967 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364146 | -178216 | -307202 | -577255 | -759759 | -515167 |
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{ "first_band": { "type": "bbl", "factors": { "length": 165, "offset": 0, "std": 3.55467 } }, "second_band": { "type": "dcl", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 165, "offset": 0, "std": 3.55467 } }, "second_band": { "type": "dcl", "factors": { "length": 234, "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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