Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599878.3699 | 606625.4762 | -6747.1064 | -28119.7866 | -50438.6189 | 22318.8324 |
Total P&L (%) | 599.8784 | 606.6255 | -6.7471 | -28.1198 | -50.4386 | 22.3188 |
Avg Daily Profit (%) | 0.31 | 0.3135 | -0.0035 | -0.0171 | -0.0363 | 0.0104 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143264 | -154738 | -42500 | -922606 | -966610 | -72891 |
Profit Factor | 2.0482 | 2.358 | 0.9463 | 0.9823 | 0.964 | 1.1207 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 30 | 16 | 14 | 30 | 16 | 14 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 49.1803 | 53.3333 | 45.1613 | 49.1803 | 53.3333 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.1164 | 2.0633 | 1.1491 | 1.015 | 0.8435 | 1.3609 |
Largest Winning Trade | 546942 | 546942 | 28395 | 795310 | 795310 | 47493 |
Largest Losing Trade | -63686 | -63686 | -16616 | -543540 | -543540 | -32214 |
Avg Bars in Trades | 92 | 182 | 4 | 92 | 182 | 4 |
Avg Bars in Winners | 53 | 95 | 4 | 53 | 95 | 4 |
Avg Bars in Losers | 129 | 282 | 4 | 129 | 282 | 4 |
Bars Traded | 5623 | 5477 | 146 | 5623 | 5477 | 146 |
Profit Streak | 0 | 67.4229 | 0 | 0 | 67.4229 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153447 | 519914 | -580755 | -745429 | -579834 | -273634 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 158, "offset": 0, "std": 1.59924 } } }
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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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