Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1105389.6086 | 1105242.1913 | 147.4172 | 463824.617 | 652257.7509 | -188433.1338 |
Total P&L (%) | 1105.3896 | 1105.2422 | 0.1474 | 463.8246 | 652.2578 | -188.4331 |
Avg Daily Profit (%) | 0.6081 | 0.6081 | 0.0001 | 0.0952 | 0.1111 | 0 |
Buy And Hold Return (%) | 556.9196 | 556.9196 | 556.9196 | 556.9196 | 556.9196 | 556.9196 |
Max Trade Drawdown | -174520 | -165693 | -12825 | -3192828 | -2945016 | -273126 |
Profit Factor | 3.0852 | 3.2734 | 1.0034 | 1.0777 | 1.1179 | 0.5678 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 55.1402 | 56.6038 | 53.7037 | 55.1402 | 56.6038 | 53.7037 |
Ratio Avg Win / Avg Loss | 2.51 | 2.5096 | 0.865 | 0.8768 | 0.857 | 0.4895 |
Largest Winning Trade | 816691 | 816691 | 6489 | 1681749 | 1681749 | 45154 |
Largest Losing Trade | -73296 | -73296 | -5590 | -1451785 | -1451785 | -95803 |
Avg Bars in Trades | 99 | 200 | 1 | 99 | 200 | 1 |
Avg Bars in Winners | 84 | 164 | 1 | 84 | 164 | 1 |
Avg Bars in Losers | 118 | 246 | 1 | 118 | 246 | 1 |
Bars Traded | 10678 | 10623 | 55 | 10678 | 10623 | 55 |
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 | 409727 | -168408 | -756278 | -367424 | -428533 | -760075 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 2.11775 } } }
# | 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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