Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1045637.7582 | 909460.4723 | 136177.286 | 11790489.0091 | 10413096.7782 | 1377392.2309 |
Total P&L (%) | 1045.6378 | 909.4605 | 136.1773 | 11790.489 | 10413.0968 | 1377.3922 |
Avg Daily Profit (%) | 0.4183 | 0.3638 | 0.0545 | 0.1913 | 0.1864 | 0.1078 |
Buy And Hold Return (%) | 802.8212 | 802.8212 | 802.8212 | 802.8212 | 802.8212 | 802.8212 |
Max Trade Drawdown | -120798 | -83060 | -77708 | -2815841 | -797270 | -2219688 |
Profit Factor | 2.8487 | 3.9234 | 1.535 | 3.3004 | 5.4794 | 1.4918 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 78 | 38 | 40 | 78 | 38 | 40 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 62.9032 | 61.2903 | 64.5161 | 62.9032 | 61.2903 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.68 | 2.4779 | 0.8443 | 1.9464 | 3.4607 | 0.8205 |
Largest Winning Trade | 397392 | 397392 | 51046 | 6516311 | 6516311 | 869194 |
Largest Losing Trade | -65593 | -44661 | -65593 | -2018571 | -797270 | -2018571 |
Avg Bars in Trades | 78 | 110 | 45 | 78 | 110 | 45 |
Avg Bars in Winners | 88 | 129 | 49 | 88 | 129 | 49 |
Avg Bars in Losers | 60 | 80 | 39 | 60 | 80 | 39 |
Bars Traded | 9694 | 6871 | 2823 | 9694 | 6871 | 2823 |
Profit Streak | 236.2963 | 236.2963 | 253.2963 | 236.2963 | 236.2963 | 253.2963 |
Trades During Streak | 7 | 3 | 4 | 7 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -52888 | -259371 | -437025 | 638068 | -135294 | -208810 |
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{ "first_band": { "type": "bbl", "factors": { "length": 84, "offset": 0, "std": 4.76908 } }, "second_band": { "type": "dcl", "factors": { "length": 207, "offset": 0 } } }
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# | 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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