Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1701162.1447 | 1647551.0821 | 53611.0626 | 1652174.9181 | 885258.6289 | 766916.2892 |
Total P&L (%) | 1701.1621 | 1647.5511 | 53.6111 | 1652.1749 | 885.2586 | 766.9163 |
Avg Daily Profit (%) | 0.939 | 0.9094 | 0.0296 | 0.1582 | 0.1264 | 0.1193 |
Buy And Hold Return (%) | 556.3118 | 556.3118 | 556.3118 | 556.3118 | 556.3118 | 556.3118 |
Max Trade Drawdown | -109282 | -120030 | -50523 | -5183235 | -5567611 | -2006358 |
Profit Factor | 3.9165 | 5.7034 | 1.2301 | 1.0933 | 1.0774 | 1.1222 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 53 | 28 | 25 | 53 | 28 | 25 |
Profitability (%) | 51.8182 | 49.0909 | 54.5455 | 51.8182 | 49.0909 | 54.5455 |
Ratio Avg Win / Avg Loss | 3.6416 | 5.9146 | 1.0251 | 1.0166 | 1.1173 | 0.9352 |
Largest Winning Trade | 959931 | 959931 | 47741 | 4191120 | 4191120 | 1091379 |
Largest Losing Trade | -63137 | -63137 | -36932 | -4044849 | -4044849 | -1188149 |
Avg Bars in Trades | 61 | 87 | 35 | 61 | 87 | 35 |
Avg Bars in Winners | 68 | 98 | 41 | 68 | 98 | 41 |
Avg Bars in Losers | 54 | 77 | 29 | 54 | 77 | 29 |
Bars Traded | 6780 | 4819 | 1961 | 6780 | 4819 | 1961 |
Profit Streak | 0 | 71.1344 | 0 | 0 | 71.1344 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 639194 | -161424 | -498938 | -112837 | -348759 | -348555 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 231 } }, "second_band": { "type": "bbu", "factors": { "length": 52, "offset": 0, "std": 4.7483 } } }
# | 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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