Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1139751.0663 | 1077458.8849 | 62292.1814 | 1297710.9293 | 327842.9892 | 969867.9401 |
Total P&L (%) | 1139.7511 | 1077.4589 | 62.2922 | 1297.7109 | 327.843 | 969.8679 |
Avg Daily Profit (%) | 0.6072 | 0.574 | 0.0332 | 0.1406 | 0.0775 | 0.1264 |
Buy And Hold Return (%) | 274.8492 | 274.8492 | 274.8492 | 274.8492 | 274.8492 | 274.8492 |
Max Trade Drawdown | -125264 | -132091 | -34528 | -2943961 | -3010372 | -647354 |
Profit Factor | 3.2075 | 4.041 | 1.3845 | 1.165 | 1.0573 | 1.4535 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 66 | 28 | 38 | 66 | 28 | 38 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 52.8 | 45.1613 | 60.3175 | 52.8 | 45.1613 | 60.3175 |
Ratio Avg Win / Avg Loss | 2.8673 | 4.9069 | 0.9109 | 1.0415 | 1.2838 | 0.9563 |
Largest Winning Trade | 782408 | 782408 | 28019 | 2136133 | 2136133 | 299040 |
Largest Losing Trade | -53661 | -53661 | -21861 | -1901139 | -1901139 | -425659 |
Avg Bars in Trades | 43 | 70 | 16 | 43 | 70 | 16 |
Avg Bars in Winners | 49 | 91 | 17 | 49 | 91 | 17 |
Avg Bars in Losers | 37 | 53 | 15 | 37 | 53 | 15 |
Bars Traded | 5427 | 4376 | 1051 | 5427 | 4376 | 1051 |
Profit Streak | 20.43 | 0 | 20.7633 | 20.43 | 0 | 20.7633 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 604997 | -140028 | -459913 | -44226 | -508896 | -171719 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 144 } }, "second_band": { "type": "bbu", "factors": { "length": 100, "offset": 0, "std": 3.04287 } } }
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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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