Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1297909.7318 | 1264404.8625 | 33504.8694 | 1026603.3206 | 1055172.5129 | -28569.1923 |
Total P&L (%) | 1297.9097 | 1264.4049 | 33.5049 | 1026.6033 | 1055.1725 | -28.5692 |
Avg Daily Profit (%) | 0.7148 | 0.6964 | 0.0185 | 0.1335 | 0.1349 | -0.0185 |
Buy And Hold Return (%) | 601.988 | 601.988 | 601.988 | 601.988 | 601.988 | 601.988 |
Max Trade Drawdown | -138260 | -108874 | -44686 | -4405545 | -3556455 | -1058207 |
Profit Factor | 2.772 | 3.5163 | 1.1457 | 1.0984 | 1.1376 | 0.9896 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 92 | 41 | 51 | 92 | 41 | 51 |
Losing Trades | 95 | 52 | 43 | 95 | 52 | 43 |
Profitability (%) | 49.1979 | 44.086 | 54.2553 | 49.1979 | 44.086 | 54.2553 |
Ratio Avg Win / Avg Loss | 2.8624 | 4.4597 | 0.966 | 1.1342 | 1.4428 | 0.8344 |
Largest Winning Trade | 739982 | 739982 | 33190 | 2579913 | 2579913 | 329311 |
Largest Losing Trade | -55337 | -55337 | -30860 | -1512580 | -1512580 | -435106 |
Avg Bars in Trades | 56 | 99 | 14 | 56 | 99 | 14 |
Avg Bars in Winners | 63 | 124 | 15 | 63 | 124 | 15 |
Avg Bars in Losers | 49 | 79 | 14 | 49 | 79 | 14 |
Bars Traded | 10621 | 9228 | 1393 | 10621 | 9228 | 1393 |
Profit Streak | 0 | 72.4877 | 0 | 0 | 72.4877 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 451684 | 400627 | -395377 | -134867 | -91961 | -580251 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 138 } }, "second_band": { "type": "bbu", "factors": { "length": 98, "offset": 0, "std": 3.19013 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 138 } }, "second_band": { "type": "bbu", "factors": { "length": 98, "offset": 0, "std": 3.19013 } } }
# | 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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