Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 381356.8396 | 336875.4359 | 44481.4038 | 442420.2922 | 248941.994 | 193478.2982 |
Total P&L (%) | 381.3568 | 336.8754 | 44.4814 | 442.4203 | 248.942 | 193.4783 |
Avg Daily Profit (%) | 0.2701 | 0.2386 | 0.0315 | 0.1198 | 0.0885 | 0.0763 |
Buy And Hold Return (%) | 73.5544 | 73.5544 | 73.5544 | 73.5544 | 73.5544 | 73.5544 |
Max Trade Drawdown | -137044 | -134577 | -53794 | -659309 | -658764 | -191077 |
Profit Factor | 1.7168 | 1.9584 | 1.2464 | 1.231 | 1.1714 | 1.4179 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 121 | 64 | 57 | 121 | 64 | 57 |
Losing Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Profitability (%) | 75.1553 | 80 | 70.3704 | 75.1553 | 80 | 70.3704 |
Ratio Avg Win / Avg Loss | 0.5675 | 0.4896 | 0.5248 | 0.4069 | 0.2929 | 0.597 |
Largest Winning Trade | 55074 | 55074 | 12012 | 108563 | 108563 | 52048 |
Largest Losing Trade | -68659 | -68659 | -40857 | -435458 | -435458 | -161047 |
Avg Bars in Trades | 32 | 59 | 5 | 32 | 59 | 5 |
Avg Bars in Winners | 12 | 21 | 3 | 12 | 21 | 3 |
Avg Bars in Losers | 91 | 212 | 10 | 91 | 212 | 10 |
Bars Traded | 5226 | 4760 | 466 | 5226 | 4760 | 466 |
Profit Streak | 492.1703 | 492.1703 | 569.9203 | 492.1703 | 492.1703 | 569.9203 |
Trades During Streak | 3 | 1 | 7 | 3 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465358 | -7520 | -325852 | -30264 | -125860 | -102765 |
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{ "first_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 159, "offset": 0, "std": 2.16064 } } }
# | 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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