Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 168955.5441 | 51657.3546 | 117298.1894 | 149670.9032 | 98168.1199 | 51502.7833 |
Total P&L (%) | 168.9555 | 51.6574 | 117.2982 | 149.6709 | 98.1681 | 51.5028 |
Avg Daily Profit (%) | 0.3244 | 0.0992 | 0.2252 | 0.1758 | 0.1314 | 0.0798 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85113 | -27167 | -66049 | -389710 | -93781 | -327520 |
Profit Factor | 1.3018 | 1.364 | 1.2807 | 1.1092 | 1.2928 | 1.0498 |
Total Trades | 241 | 121 | 120 | 241 | 121 | 120 |
Winning Trades | 116 | 57 | 59 | 116 | 57 | 59 |
Losing Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Profitability (%) | 48.1328 | 47.1074 | 49.1667 | 48.1328 | 47.1074 | 49.1667 |
Ratio Avg Win / Avg Loss | 1.4028 | 1.5315 | 1.3241 | 1.1953 | 1.4516 | 1.0853 |
Largest Winning Trade | 44219 | 19299 | 44219 | 113921 | 62967 | 113921 |
Largest Losing Trade | -25270 | -21051 | -25270 | -154295 | -75850 | -154295 |
Avg Bars in Trades | 100 | 25 | 175 | 100 | 25 | 175 |
Avg Bars in Winners | 134 | 28 | 235 | 134 | 28 | 235 |
Avg Bars in Losers | 69 | 22 | 117 | 69 | 22 | 117 |
Bars Traded | 24185 | 3090 | 21095 | 24185 | 3090 | 21095 |
Profit Streak | 16.3539 | 23.0206 | 16.3539 | 16.3539 | 23.0206 | 16.3539 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368171 | -60382 | 260971 | -91513 | -17742 | -253989 |
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{ "first_band": { "type": "bbu", "factors": { "length": 127, "offset": 0, "std": 3.86912 } }, "second_band": { "type": "bbu", "factors": { "length": 68, "offset": 0, "std": 3.37488 } } }
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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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