Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1984863.1595 | 1982085.1329 | 2778.0266 | 3317758.6749 | 3495072.9157 | -177314.2408 |
Total P&L (%) | 1984.8632 | 1982.0851 | 2.778 | 3317.7587 | 3495.0729 | -177.3142 |
Avg Daily Profit (%) | 1.1002 | 1.0986 | 0.0015 | 0.1959 | 0.1987 | 0 |
Buy And Hold Return (%) | 1533.3741 | 1533.3741 | 1533.3741 | 1533.3741 | 1533.3741 | 1533.3741 |
Max Trade Drawdown | -171692 | -178414 | -7912 | -1592150 | -1609993 | -276240 |
Profit Factor | 6.7666 | 7.3491 | 1.0868 | 2.0945 | 2.3583 | 0.6131 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 57.971 | 55.8824 | 60 | 57.971 | 55.8824 | 60 |
Ratio Avg Win / Avg Loss | 4.9058 | 5.8019 | 0.7245 | 1.5185 | 1.8618 | 0.4087 |
Largest Winning Trade | 1610118 | 1610118 | 5804 | 1592592 | 1592592 | 63969 |
Largest Losing Trade | -50775 | -50775 | -7478 | -886949 | -886949 | -276240 |
Avg Bars in Trades | 256 | 519 | 1 | 256 | 519 | 1 |
Avg Bars in Winners | 335 | 704 | 1 | 335 | 704 | 1 |
Avg Bars in Losers | 147 | 284 | 1 | 147 | 284 | 1 |
Bars Traded | 17688 | 17652 | 36 | 17688 | 17652 | 36 |
Profit Streak | 0 | 1101.9144 | 0 | 0 | 1101.9144 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -157185 | -50697 | -481716 | -98778 | 344835 | -579213 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 153, "offset": 0, "std": 2.57802 } } }
# | 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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