Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114796.4621 | 78488.83 | 36307.6322 | 75742.7787 | 32255.1377 | 43487.6409 |
Total P&L (%) | 114.7965 | 78.4888 | 36.3076 | 75.7428 | 32.2551 | 43.4876 |
Avg Daily Profit (%) | 0.2204 | 0.1507 | 0.0697 | 0.1083 | 0.0537 | 0.0694 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96168 | -89609 | -21542 | -168804 | -156878 | -25159 |
Profit Factor | 1.3276 | 1.2913 | 1.4484 | 1.1626 | 1.0889 | 1.4226 |
Total Trades | 128 | 64 | 64 | 128 | 64 | 64 |
Winning Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Losing Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Profitability (%) | 56.25 | 57.8125 | 54.6875 | 56.25 | 57.8125 | 54.6875 |
Ratio Avg Win / Avg Loss | 1.0326 | 0.9423 | 1.2001 | 0.9043 | 0.7946 | 1.1787 |
Largest Winning Trade | 32103 | 32103 | 8639 | 45353 | 45353 | 11703 |
Largest Losing Trade | -34189 | -34189 | -8674 | -61822 | -61822 | -13077 |
Avg Bars in Trades | 193 | 344 | 41 | 193 | 344 | 41 |
Avg Bars in Winners | 163 | 275 | 45 | 163 | 275 | 45 |
Avg Bars in Losers | 231 | 440 | 37 | 231 | 440 | 37 |
Bars Traded | 24741 | 22078 | 2663 | 24741 | 22078 | 2663 |
Profit Streak | 8.2919 | 43.0211 | 8.2919 | 8.2919 | 43.0211 | 8.2919 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351198 | -131674 | -239887 | -89967 | -385768 | -239884 |
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{ "first_band": { "type": "bbl", "factors": { "length": 143, "offset": 0, "std": 4.60778 } }, "second_band": { "type": "dcl", "factors": { "length": 219, "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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