Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 210960.9002 | 275901.999 | -64941.0988 | -33911.5521 | 71942.9735 | -105854.5257 |
Total P&L (%) | 210.9609 | 275.902 | -64.9411 | -33.9116 | 71.943 | -105.8545 |
Avg Daily Profit (%) | 0.1495 | 0.1955 | -0.046 | -0.0293 | 0.0384 | 0 |
Buy And Hold Return (%) | 61.5141 | 61.5141 | 61.5141 | 61.5141 | 61.5141 | 61.5141 |
Max Trade Drawdown | -145181 | -124375 | -89474 | -488869 | -378571 | -144823 |
Profit Factor | 1.4313 | 1.898 | 0.6431 | 0.9566 | 1.134 | 0.5665 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 51.8072 | 56.0976 | 47.619 | 51.8072 | 56.0976 | 47.619 |
Ratio Avg Win / Avg Loss | 1.3314 | 1.4854 | 0.7074 | 0.8899 | 0.8874 | 0.6231 |
Largest Winning Trade | 108707 | 108707 | 21304 | 201736 | 201736 | 54742 |
Largest Losing Trade | -76082 | -76082 | -24623 | -202261 | -202261 | -59493 |
Avg Bars in Trades | 186 | 344 | 32 | 186 | 344 | 32 |
Avg Bars in Winners | 157 | 270 | 28 | 157 | 270 | 28 |
Avg Bars in Losers | 217 | 438 | 36 | 217 | 438 | 36 |
Bars Traded | 15471 | 14113 | 1358 | 15471 | 14113 | 1358 |
Profit Streak | 522.4655 | 0 | 579.6322 | 522.4655 | 0 | 579.6322 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 150974 | 327960 | -580701 | -581237 | -328635 | -580701 |
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{ "first_band": { "type": "bbl", "factors": { "length": 244, "offset": 0, "std": 1.07012 } }, "second_band": { "type": "midprice", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 244, "offset": 0, "std": 1.07012 } }, "second_band": { "type": "midprice", "factors": { "length": 196, "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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