Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1664045.8775 | 1540714.4377 | 123331.4398 | 7634760.8602 | 5161637.6268 | 2473123.2334 |
Total P&L (%) | 1664.0459 | 1540.7144 | 123.3314 | 7634.7609 | 5161.6376 | 2473.1232 |
Avg Daily Profit (%) | 0.9116 | 0.844 | 0.0676 | 0.2385 | 0.2173 | 0.1781 |
Buy And Hold Return (%) | 745.8132 | 745.8132 | 745.8132 | 745.8132 | 745.8132 | 745.8132 |
Max Trade Drawdown | -99851 | -108855 | -27976 | -14617075 | -15485693 | -2881978 |
Profit Factor | 3.364 | 3.6963 | 1.9308 | 1.1425 | 1.1185 | 1.2473 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 74 | 28 | 46 | 74 | 28 | 46 |
Losing Trades | 91 | 54 | 37 | 91 | 54 | 37 |
Profitability (%) | 44.8485 | 34.1463 | 55.4217 | 44.8485 | 34.1463 | 55.4217 |
Ratio Avg Win / Avg Loss | 4.1368 | 7.1285 | 1.5531 | 1.405 | 2.1571 | 1.0033 |
Largest Winning Trade | 971305 | 971305 | 27473 | 15750747 | 15750747 | 1947715 |
Largest Losing Trade | -28117 | -28117 | -22820 | -3389896 | -3389896 | -1976207 |
Avg Bars in Trades | 64 | 119 | 8 | 64 | 119 | 8 |
Avg Bars in Winners | 90 | 220 | 11 | 90 | 220 | 11 |
Avg Bars in Losers | 42 | 67 | 5 | 42 | 67 | 5 |
Bars Traded | 10561 | 9817 | 744 | 10561 | 9817 | 744 |
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 | 475509 | 106901 | -264188 | -56511 | -91577 | 195506 |
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{ "first_band": { "type": "bbl", "factors": { "length": 75, "offset": 0, "std": 2.6815 } }, "second_band": { "type": "dcl", "factors": { "length": 12, "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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