Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375048.9836 | 390338.3192 | -15289.3356 | 118255.205 | 116702.444 | 1552.761 |
Total P&L (%) | 375.049 | 390.3383 | -15.2893 | 118.2552 | 116.7024 | 1.5528 |
Avg Daily Profit (%) | 0.36 | 0.3747 | -0.0147 | 0.075 | 0.0743 | 0.0015 |
Buy And Hold Return (%) | 102.349 | 102.349 | 102.349 | 102.349 | 102.349 | 102.349 |
Max Trade Drawdown | -90244 | -77504 | -47324 | -743982 | -706398 | -127337 |
Profit Factor | 1.9496 | 2.3554 | 0.8571 | 1.0591 | 1.0736 | 1.0037 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Profitability (%) | 50.8197 | 53.3333 | 48.3871 | 50.8197 | 53.3333 | 48.3871 |
Ratio Avg Win / Avg Loss | 1.8867 | 2.0609 | 0.9142 | 1.0249 | 0.9394 | 1.0706 |
Largest Winning Trade | 194991 | 194991 | 14299 | 260441 | 260441 | 44528 |
Largest Losing Trade | -75646 | -75646 | -22657 | -611861 | -611861 | -75123 |
Avg Bars in Trades | 394 | 750 | 51 | 394 | 750 | 51 |
Avg Bars in Winners | 273 | 474 | 59 | 273 | 474 | 59 |
Avg Bars in Losers | 520 | 1065 | 43 | 520 | 1065 | 43 |
Bars Traded | 24091 | 22508 | 1583 | 24091 | 22508 | 1583 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155722 | 417504 | -581445 | -531745 | -356745 | -573712 |
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{ "first_band": { "type": "bbl", "factors": { "length": 214, "offset": 0, "std": 1.76818 } }, "second_band": { "type": "midpoint", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 214, "offset": 0, "std": 1.76818 } }, "second_band": { "type": "midpoint", "factors": { "length": 240, "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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