Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 351881.4197 | 274471.2361 | 77410.1836 | 162777.6585 | -187758.6463 | 350536.3048 |
Total P&L (%) | 351.8814 | 274.4712 | 77.4102 | 162.7777 | -187.7586 | 350.5363 |
Avg Daily Profit (%) | 0.169 | 0.1318 | 0.0372 | 0.0464 | 0 | 0.0723 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155806 | -133669 | -63756 | -688836 | -593313 | -151553 |
Profit Factor | 1.3516 | 1.3749 | 1.2881 | 1.0609 | 0.9086 | 1.5665 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 148 | 71 | 77 | 148 | 71 | 77 |
Losing Trades | 169 | 87 | 82 | 169 | 87 | 82 |
Profitability (%) | 46.6877 | 44.9367 | 48.4277 | 46.6877 | 44.9367 | 48.4277 |
Ratio Avg Win / Avg Loss | 1.5434 | 1.6847 | 1.3718 | 1.2114 | 1.1133 | 1.6682 |
Largest Winning Trade | 77978 | 77978 | 22088 | 311567 | 311567 | 71857 |
Largest Losing Trade | -37535 | -35300 | -37535 | -130737 | -130737 | -89942 |
Avg Bars in Trades | 76 | 140 | 13 | 76 | 140 | 13 |
Avg Bars in Winners | 95 | 183 | 14 | 95 | 183 | 14 |
Avg Bars in Losers | 59 | 104 | 11 | 59 | 104 | 11 |
Bars Traded | 24290 | 22174 | 2116 | 24290 | 22174 | 2116 |
Profit Streak | 89.4751 | 96.3084 | 89.4751 | 89.4751 | 96.3084 | 89.4751 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383044 | -15679 | -142328 | -282685 | -579368 | -92668 |
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{ "first_band": { "type": "bbl", "factors": { "length": 97, "offset": 0, "std": 3.13032 } }, "second_band": { "type": "dcl", "factors": { "length": 78, "offset": 0 } } }
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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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