Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 691609.0085 | 512678.3519 | 178930.6567 | 622236.4028 | 449090.8477 | 173145.5551 |
Total P&L (%) | 691.609 | 512.6784 | 178.9307 | 622.2364 | 449.0908 | 173.1456 |
Avg Daily Profit (%) | 0.4298 | 0.3186 | 0.1112 | 0.1229 | 0.1059 | 0.0625 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -143388 | -55075 | -89328 | -481174 | -159829 | -519617 |
Profit Factor | 2.5256 | 5.4215 | 1.5304 | 1.4401 | 2.5127 | 1.155 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 57.1429 | 51.6129 | 62.5 | 57.1429 | 51.6129 | 62.5 |
Ratio Avg Win / Avg Loss | 1.8942 | 5.0827 | 0.9182 | 1.0801 | 2.3557 | 0.693 |
Largest Winning Trade | 193449 | 193449 | 66118 | 183346 | 183346 | 175171 |
Largest Losing Trade | -89328 | -44402 | -89328 | -410193 | -68651 | -410193 |
Avg Bars in Trades | 97 | 45 | 147 | 97 | 45 | 147 |
Avg Bars in Winners | 127 | 54 | 185 | 127 | 54 | 185 |
Avg Bars in Losers | 58 | 36 | 85 | 58 | 36 | 85 |
Bars Traded | 6151 | 1424 | 4727 | 6151 | 1424 | 4727 |
Profit Streak | 90.112 | 155.612 | 90.112 | 90.112 | 155.612 | 90.112 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134297 | 658392 | -42582 | -176644 | -45699 | -159048 |
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{ "first_band": { "type": "bbl", "factors": { "length": 182, "offset": 111, "std": 1.93744 } }, "second_band": { "type": "dcl", "factors": { "length": 242, "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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