Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 391272.1696 | 346525.5762 | 44746.5935 | 1691208.4879 | 1368538.525 | 322669.9629 |
Total P&L (%) | 391.2722 | 346.5256 | 44.7466 | 1691.2085 | 1368.5385 | 322.67 |
Avg Daily Profit (%) | 0.4805 | 0.4255 | 0.0549 | 0.355 | 0.3305 | 0.1772 |
Buy And Hold Return (%) | 562.3129 | 562.3129 | 562.3129 | 562.3129 | 562.3129 | 562.3129 |
Max Trade Drawdown | -103878 | -76796 | -52767 | -682235 | -651281 | -367648 |
Profit Factor | 2.2661 | 3.1444 | 1.3035 | 1.7251 | 1.9235 | 1.3793 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 155 | 86 | 69 | 155 | 86 | 69 |
Losing Trades | 34 | 8 | 26 | 34 | 8 | 26 |
Profitability (%) | 82.0106 | 91.4894 | 72.6316 | 82.0106 | 91.4894 | 72.6316 |
Ratio Avg Win / Avg Loss | 0.4971 | 0.2925 | 0.4912 | 0.3784 | 0.1789 | 0.5197 |
Largest Winning Trade | 25439 | 25439 | 9507 | 145075 | 145075 | 86866 |
Largest Losing Trade | -59648 | -59648 | -35701 | -651281 | -651281 | -268000 |
Avg Bars in Trades | 23 | 38 | 8 | 23 | 38 | 8 |
Avg Bars in Winners | 11 | 18 | 4 | 11 | 18 | 4 |
Avg Bars in Losers | 74 | 255 | 18 | 74 | 255 | 18 |
Bars Traded | 4376 | 3604 | 772 | 4376 | 3604 | 772 |
Profit Streak | 8.2563 | 0 | 46.423 | 8.2563 | 0 | 46.423 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147921 | -148017 | -282201 | 469877 | 396406 | -154771 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 125, "offset": 0, "std": 1.70738 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 125, "offset": 0, "std": 1.70738 } } }
# | 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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