Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1702223.274 | 1744315.682 | -42092.408 | 414321.9298 | 3065597.7529 | -2651275.8231 |
Total P&L (%) | 1702.2233 | 1744.3157 | -42.0924 | 414.3219 | 3065.5978 | -2651.2758 |
Avg Daily Profit (%) | 0.8171 | 0.8373 | -0.0202 | 0.0786 | 0.166 | 0 |
Buy And Hold Return (%) | 982.3171 | 982.3171 | 982.3171 | 982.3171 | 982.3171 | 982.3171 |
Max Trade Drawdown | -196102 | -171233 | -47389 | -10391899 | -7206250 | -3356016 |
Profit Factor | 4.0127 | 4.8724 | 0.6326 | 1.0208 | 1.2083 | 0.491 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 42 | 19 | 23 | 42 | 19 | 23 |
Losing Trades | 57 | 30 | 27 | 57 | 30 | 27 |
Profitability (%) | 42.4242 | 38.7755 | 46 | 42.4242 | 38.7755 | 46 |
Ratio Avg Win / Avg Loss | 5.4457 | 7.6932 | 0.7426 | 1.3854 | 1.9078 | 0.5764 |
Largest Winning Trade | 1187381 | 1187381 | 15853 | 8518256 | 8518256 | 1060898 |
Largest Losing Trade | -54064 | -54064 | -27176 | -4062514 | -4062514 | -2963955 |
Avg Bars in Trades | 244 | 481 | 12 | 244 | 481 | 12 |
Avg Bars in Winners | 304 | 654 | 15 | 304 | 654 | 15 |
Avg Bars in Losers | 200 | 372 | 9 | 200 | 372 | 9 |
Bars Traded | 24233 | 23615 | 618 | 24233 | 23615 | 618 |
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 | 320378 | 296883 | -762111 | -454070 | 39914 | -762111 |
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{ "first_band": { "type": "bbl", "factors": { "length": 219, "offset": 0, "std": 4.03794 } }, "second_band": { "type": "dcl", "factors": { "length": 107, "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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