Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1519692.5457 | 1523660.7012 | -3968.1555 | 549578.3929 | 8834724.5109 | -8285146.118 |
Total P&L (%) | 1519.6925 | 1523.6607 | -3.9682 | 549.5784 | 8834.7245 | -8285.1461 |
Avg Daily Profit (%) | 0.8316 | 0.8338 | -0.0022 | 0.1025 | 0.2462 | 0 |
Buy And Hold Return (%) | 766.0912 | 766.0912 | 766.0912 | 766.0912 | 766.0912 | 766.0912 |
Max Trade Drawdown | -172930 | -89522 | -113022 | -11556201 | -2352100 | -10057674 |
Profit Factor | 3.5862 | 5.8799 | 0.9856 | 1.0266 | 2.2385 | 0.3876 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Losing Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Profitability (%) | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 | 43.3333 |
Ratio Avg Win / Avg Loss | 4.6896 | 7.6892 | 1.2888 | 1.3425 | 2.9273 | 0.5069 |
Largest Winning Trade | 1085494 | 1085494 | 45332 | 8571496 | 8571496 | 901538 |
Largest Losing Trade | -76248 | -41938 | -76248 | -9306676 | -1123643 | -9306676 |
Avg Bars in Trades | 85 | 86 | 85 | 85 | 86 | 85 |
Avg Bars in Winners | 109 | 115 | 103 | 109 | 115 | 103 |
Avg Bars in Losers | 68 | 64 | 72 | 68 | 64 | 72 |
Bars Traded | 5158 | 2592 | 2566 | 5158 | 2592 | 2566 |
Profit Streak | 0 | 94.7069 | 0 | 0 | 94.7069 | 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 | -163138 | 467691 | -581751 | -588927 | 396421 | -583418 |
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{ "first_band": { "type": "bbl", "factors": { "length": 146, "offset": 0, "std": 2.16197 } }, "second_band": { "type": "dcl", "factors": { "length": 188, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 146, "offset": 0, "std": 2.16197 } }, "second_band": { "type": "dcl", "factors": { "length": 188, "offset": 0 } } }
# | 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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