Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1531054.4616 | 1497948.6076 | 33105.8539 | 973690.1344 | 457244.4907 | 516445.6437 |
Total P&L (%) | 1531.0545 | 1497.9486 | 33.1059 | 973.6901 | 457.2445 | 516.4456 |
Avg Daily Profit (%) | 0.8431 | 0.8249 | 0.0182 | 0.1308 | 0.0946 | 0.1002 |
Buy And Hold Return (%) | 590.698 | 590.698 | 590.698 | 590.698 | 590.698 | 590.698 |
Max Trade Drawdown | -140803 | -146789 | -36369 | -2931509 | -2986871 | -695527 |
Profit Factor | 2.3353 | 2.6729 | 1.1318 | 1.0629 | 1.036 | 1.1843 |
Total Trades | 351 | 175 | 176 | 351 | 175 | 176 |
Winning Trades | 153 | 65 | 88 | 153 | 65 | 88 |
Losing Trades | 198 | 110 | 88 | 198 | 110 | 88 |
Profitability (%) | 43.5897 | 37.1429 | 50 | 43.5897 | 37.1429 | 50 |
Ratio Avg Win / Avg Loss | 3.0221 | 4.5234 | 1.1318 | 1.3755 | 1.7533 | 1.1843 |
Largest Winning Trade | 1181905 | 1181905 | 21085 | 1001931 | 1001931 | 128424 |
Largest Losing Trade | -42106 | -42106 | -13095 | -912768 | -912768 | -171524 |
Avg Bars in Trades | 20 | 38 | 2 | 20 | 38 | 2 |
Avg Bars in Winners | 24 | 54 | 2 | 24 | 54 | 2 |
Avg Bars in Losers | 17 | 29 | 2 | 17 | 29 | 2 |
Bars Traded | 7184 | 6750 | 435 | 7184 | 6750 | 435 |
Profit Streak | 12.2059 | 0 | 15.7059 | 12.2059 | 0 | 15.7059 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 519013 | 364454 | -408603 | -178353 | -416799 | -241136 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 182, "offset": 0, "std": 2.84435 } } }
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 182, "offset": 0, "std": 2.84435 } } }
# | 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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