Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 21469.2177 | 24313.6473 | -2844.4295 | 23013.1347 | 25827.1597 | -2814.025 |
Total P&L (%) | 21.4692 | 24.3136 | -2.8444 | 23.0131 | 25.8272 | -2.814 |
Avg Daily Profit (%) | 1.2367 | 1.4006 | -0.1639 | 1.2002 | 1.3322 | -0.1643 |
Buy And Hold Return (%) | 14.7402 | 14.7402 | 14.7402 | 14.7402 | 14.7402 | 14.7402 |
Max Trade Drawdown | -4357 | -4052 | -3725 | -4472 | -4184 | -3912 |
Profit Factor | 2.3073 | 3.6232 | 0.6024 | 2.3594 | 3.722 | 0.6218 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 44.0678 | 51.7241 | 36.6667 | 44.0678 | 51.7241 | 36.6667 |
Ratio Avg Win / Avg Loss | 2.9285 | 3.3816 | 1.0405 | 2.9946 | 3.4739 | 1.074 |
Largest Winning Trade | 6041 | 6041 | 1025 | 6952 | 6952 | 1248 |
Largest Losing Trade | -4039 | -4039 | -1149 | -4145 | -4145 | -1310 |
Avg Bars in Trades | 343 | 671 | 26 | 343 | 671 | 26 |
Avg Bars in Winners | 520 | 881 | 28 | 520 | 881 | 28 |
Avg Bars in Losers | 203 | 446 | 24 | 203 | 446 | 24 |
Bars Traded | 20259 | 19477 | 782 | 20259 | 19477 | 782 |
Profit Streak | 2.1842 | 0 | 2.1884 | 2.1842 | 0 | 2.1884 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -191835 | 327931 | -587580 | -177826 | 353048 | -587580 |
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{ "first_band": { "type": "bbl", "factors": { "length": 76, "offset": 0, "std": 3.9746 } }, "second_band": { "type": "ema", "factors": { "length": 245, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 76, "offset": 0, "std": 3.9746 } }, "second_band": { "type": "ema", "factors": { "length": 245, "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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