Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 527848.9336 | 444606.5618 | 83242.3719 | 85329.6994 | 107796.044 | -22466.3446 |
Total P&L (%) | 527.8489 | 444.6066 | 83.2424 | 85.3297 | 107.796 | -22.4663 |
Avg Daily Profit (%) | 0.3302 | 0.2781 | 0.0521 | 0.0386 | 0.0458 | -0.0159 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -170974 | -109163 | -118888 | -250400 | -167050 | -217707 |
Profit Factor | 1.6076 | 2.1208 | 1.1763 | 1.0593 | 1.1775 | 0.973 |
Total Trades | 146 | 73 | 73 | 146 | 73 | 73 |
Winning Trades | 69 | 31 | 38 | 69 | 31 | 38 |
Losing Trades | 77 | 42 | 35 | 77 | 42 | 35 |
Profitability (%) | 47.2603 | 42.4658 | 52.0548 | 47.2603 | 42.4658 | 52.0548 |
Ratio Avg Win / Avg Loss | 1.794 | 2.8734 | 1.0835 | 1.1822 | 1.5953 | 0.8961 |
Largest Winning Trade | 263524 | 263524 | 40384 | 99230 | 99230 | 77032 |
Largest Losing Trade | -70463 | -41550 | -70463 | -160375 | -48248 | -160375 |
Avg Bars in Trades | 42 | 34 | 50 | 42 | 34 | 50 |
Avg Bars in Winners | 54 | 47 | 60 | 54 | 47 | 60 |
Avg Bars in Losers | 31 | 25 | 39 | 31 | 25 | 39 |
Bars Traded | 6207 | 2549 | 3658 | 6207 | 2549 | 3658 |
Profit Streak | 9.4418 | 0 | 16.6918 | 9.4418 | 0 | 16.6918 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 438480 | -62566 | -221075 | -296610 | -230853 | -651896 |
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{ "first_band": { "type": "bbl", "factors": { "length": 78, "offset": 0, "std": 2.24207 } }, "second_band": { "type": "dcl", "factors": { "length": 144, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 78, "offset": 0, "std": 2.24207 } }, "second_band": { "type": "dcl", "factors": { "length": 144, "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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