Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 262329.5727 | 276100.5889 | -13771.0161 | -62115.2197 | 69360.5825 | -131475.8022 |
Total P&L (%) | 262.3296 | 276.1006 | -13.771 | -62.1152 | 69.3606 | -131.4758 |
Avg Daily Profit (%) | 0.1415 | 0.1489 | -0.0074 | -0.0523 | 0.0284 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -267305 | -219110 | -76761 | -549514 | -376653 | -183230 |
Profit Factor | 1.4721 | 1.7061 | 0.9164 | 0.9042 | 1.1631 | 0.41 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 55.0725 | 58.8235 | 51.4286 | 55.0725 | 58.8235 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.2009 | 1.1943 | 0.8654 | 0.7376 | 0.8141 | 0.3872 |
Largest Winning Trade | 120428 | 120428 | 23840 | 276052 | 276052 | 35158 |
Largest Losing Trade | -74443 | -74443 | -24426 | -268255 | -268255 | -127418 |
Avg Bars in Trades | 297 | 583 | 19 | 297 | 583 | 19 |
Avg Bars in Winners | 207 | 378 | 17 | 207 | 378 | 17 |
Avg Bars in Losers | 407 | 876 | 21 | 407 | 876 | 21 |
Bars Traded | 20534 | 19848 | 686 | 20534 | 19848 | 686 |
Profit Streak | 79.6005 | 82.6005 | 79.6005 | 79.6005 | 82.6005 | 79.6005 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107383 | 344549 | -579766 | -685157 | -196090 | -579766 |
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{ "first_band": { "type": "bbl", "factors": { "length": 219, "offset": 0, "std": 3.04524 } }, "second_band": { "type": "midpoint", "factors": { "length": 207, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 219, "offset": 0, "std": 3.04524 } }, "second_band": { "type": "midpoint", "factors": { "length": 207, "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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