Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 498935.28 | 513981.0082 | -15045.7282 | -61106.4053 | 131948.2838 | -193054.6891 |
Total P&L (%) | 498.9353 | 513.981 | -15.0457 | -61.1064 | 131.9483 | -193.0547 |
Avg Daily Profit (%) | 0.207 | 0.2133 | -0.0062 | -0.0392 | 0.0349 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162268 | -126695 | -102864 | -447350 | -289204 | -243963 |
Profit Factor | 1.5224 | 1.8423 | 0.9564 | 0.9498 | 1.1876 | 0.6244 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 63 | 27 | 36 | 63 | 27 | 36 |
Losing Trades | 77 | 43 | 34 | 77 | 43 | 34 |
Profitability (%) | 45 | 38.5714 | 51.4286 | 45 | 38.5714 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.8607 | 2.9341 | 0.9032 | 1.1609 | 1.8913 | 0.5897 |
Largest Winning Trade | 343469 | 343469 | 26824 | 268051 | 268051 | 51963 |
Largest Losing Trade | -48742 | -35282 | -48742 | -180120 | -106735 | -180120 |
Avg Bars in Trades | 33 | 53 | 13 | 33 | 53 | 13 |
Avg Bars in Winners | 48 | 95 | 13 | 48 | 95 | 13 |
Avg Bars in Losers | 20 | 27 | 12 | 20 | 27 | 12 |
Bars Traded | 4685 | 3774 | 912 | 4685 | 3774 | 912 |
Profit Streak | 89.305 | 98.805 | 0 | 89.305 | 98.805 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 331924 | -86695 | -674495 | -580126 | -257690 | -674495 |
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{ "first_band": { "type": "bbl", "factors": { "length": 57, "offset": 0, "std": 2.14633 } }, "second_band": { "type": "dcl", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 57, "offset": 0, "std": 2.14633 } }, "second_band": { "type": "dcl", "factors": { "length": 16, "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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