Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 136504.2011 | 71721.6865 | 64782.5146 | 8564.8744 | 34252.6063 | -25687.7318 |
Total P&L (%) | 136.5042 | 71.7217 | 64.7825 | 8.5649 | 34.2526 | -25.6877 |
Avg Daily Profit (%) | 0.2621 | 0.1377 | 0.1244 | 0.0158 | 0.0566 | -0.057 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97630 | -39687 | -65789 | -181881 | -61344 | -122614 |
Profit Factor | 1.2863 | 1.6165 | 1.1797 | 1.0124 | 1.2057 | 0.9508 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 77 | 33 | 44 | 77 | 33 | 44 |
Losing Trades | 76 | 44 | 32 | 76 | 44 | 32 |
Profitability (%) | 50.3268 | 42.8571 | 57.8947 | 50.3268 | 42.8571 | 57.8947 |
Ratio Avg Win / Avg Loss | 1.2696 | 2.1554 | 0.858 | 0.9993 | 1.6076 | 0.6915 |
Largest Winning Trade | 96856 | 96856 | 35124 | 86475 | 86475 | 61733 |
Largest Losing Trade | -57874 | -10754 | -57874 | -77881 | -14101 | -77881 |
Avg Bars in Trades | 157 | 22 | 292 | 157 | 22 | 292 |
Avg Bars in Winners | 175 | 17 | 294 | 175 | 17 | 294 |
Avg Bars in Losers | 138 | 27 | 290 | 138 | 27 | 290 |
Bars Traded | 24032 | 1766 | 22266 | 24032 | 1766 | 22266 |
Profit Streak | 0 | 0 | 22.9715 | 0 | 0 | 22.9715 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303381 | -51163 | -99978 | -545789 | -164519 | -628957 |
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{ "first_band": { "type": "bbu", "factors": { "length": 145, "offset": 0, "std": 4.52611 } }, "second_band": { "type": "dcu", "factors": { "length": 166, "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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