Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 840260.4893 | 912358.6016 | -72098.1123 | -33986.3463 | 122541.2241 | -156527.5703 |
Total P&L (%) | 840.2605 | 912.3586 | -72.0981 | -33.9863 | 122.5412 | -156.5276 |
Avg Daily Profit (%) | 0.4569 | 0.496 | -0.0392 | -0.0226 | 0.0435 | 0 |
Buy And Hold Return (%) | 104.2937 | 104.2937 | 104.2937 | 104.2937 | 104.2937 | 104.2937 |
Max Trade Drawdown | -251367 | -198763 | -82734 | -765830 | -626441 | -164764 |
Profit Factor | 2.4675 | 3.099 | 0.4772 | 0.9679 | 1.1457 | 0.2762 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 46.2366 | 41.3043 | 51.0638 | 46.2366 | 41.3043 | 51.0638 |
Ratio Avg Win / Avg Loss | 2.8692 | 4.4038 | 0.4573 | 1.1254 | 1.6281 | 0.2647 |
Largest Winning Trade | 927319 | 927319 | 9354 | 700279 | 700279 | 10299 |
Largest Losing Trade | -45686 | -45686 | -27912 | -232260 | -232260 | -76255 |
Avg Bars in Trades | 77 | 151 | 3 | 77 | 151 | 3 |
Avg Bars in Winners | 104 | 230 | 3 | 104 | 230 | 3 |
Avg Bars in Losers | 53 | 96 | 4 | 53 | 96 | 4 |
Bars Traded | 7167 | 6981 | 186 | 7167 | 6981 | 186 |
Profit Streak | 175.2984 | 176.2984 | 175.2984 | 175.2984 | 176.2984 | 175.2984 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528814 | 495525 | -579698 | -579357 | -308012 | -579698 |
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{ "first_band": { "type": "bbl", "factors": { "length": 69, "offset": 0, "std": 1.20468 } }, "second_band": { "type": "midpoint", "factors": { "length": 29, "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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