Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1786328.7997 | 1771714.745 | 14614.0547 | 424501.7981 | 883454.5665 | -458952.7684 |
Total P&L (%) | 1786.3288 | 1771.7147 | 14.6141 | 424.5018 | 883.4546 | -458.9528 |
Avg Daily Profit (%) | 0.8241 | 0.8174 | 0.0067 | 0.0765 | 0.1055 | 0 |
Buy And Hold Return (%) | 192.6955 | 192.6955 | 192.6955 | 192.6955 | 192.6955 | 192.6955 |
Max Trade Drawdown | -184737 | -154376 | -48239 | -4235737 | -3457705 | -930388 |
Profit Factor | 3.4166 | 3.8148 | 1.1331 | 1.0401 | 1.098 | 0.7095 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 33.0275 | 27.7778 | 38.1818 | 33.0275 | 27.7778 | 38.1818 |
Ratio Avg Win / Avg Loss | 6.9281 | 9.9185 | 1.8346 | 2.109 | 2.8547 | 1.1486 |
Largest Winning Trade | 1233240 | 1233240 | 18000 | 3957347 | 3957347 | 323664 |
Largest Losing Trade | -61145 | -61145 | -13916 | -1404794 | -1404794 | -249815 |
Avg Bars in Trades | 78 | 155 | 2 | 78 | 155 | 2 |
Avg Bars in Winners | 135 | 321 | 2 | 135 | 321 | 2 |
Avg Bars in Losers | 50 | 92 | 1 | 50 | 92 | 1 |
Bars Traded | 8538 | 8417 | 121 | 8538 | 8417 | 121 |
Profit Streak | 0 | 99.9785 | 0 | 0 | 99.9785 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482769 | -177238 | -606935 | -278019 | -362398 | -763484 |
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{ "first_band": { "type": "bbl", "factors": { "length": 35, "offset": 0, "std": 2.54911 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 35, "offset": 0, "std": 2.54911 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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