Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1842310.0353 | 1820051.9039 | 22258.1313 | 856079.6372 | 547760.8396 | 308318.7976 |
Total P&L (%) | 1842.31 | 1820.0519 | 22.2581 | 856.0796 | 547.7608 | 308.3188 |
Avg Daily Profit (%) | 1.0145 | 1.0022 | 0.0123 | 0.1244 | 0.1029 | 0.0775 |
Buy And Hold Return (%) | 566.6205 | 566.6205 | 566.6205 | 566.6205 | 566.6205 | 566.6205 |
Max Trade Drawdown | -138742 | -153431 | -35646 | -3566341 | -3550169 | -558216 |
Profit Factor | 3.7988 | 4.1696 | 1.2649 | 1.0722 | 1.0515 | 1.2518 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 35 | 14 | 21 | 35 | 14 | 21 |
Losing Trades | 66 | 36 | 30 | 66 | 36 | 30 |
Profitability (%) | 34.6535 | 28 | 41.1765 | 34.6535 | 28 | 41.1765 |
Ratio Avg Win / Avg Loss | 7.1634 | 10.7219 | 1.807 | 2.0219 | 2.7039 | 1.7883 |
Largest Winning Trade | 896523 | 896523 | 19136 | 2872946 | 2872946 | 492124 |
Largest Losing Trade | -47219 | -47219 | -12396 | -1331796 | -1331796 | -245326 |
Avg Bars in Trades | 50 | 99 | 2 | 50 | 99 | 2 |
Avg Bars in Winners | 83 | 203 | 3 | 83 | 203 | 3 |
Avg Bars in Losers | 32 | 59 | 1 | 32 | 59 | 1 |
Bars Traded | 5092 | 4978 | 114 | 5092 | 4978 | 114 |
Profit Streak | 0 | 157.9189 | 0 | 0 | 157.9189 | 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 | 420457 | -178743 | -524470 | -182371 | -580016 | -437557 |
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{ "first_band": { "type": "bbl", "factors": { "length": 27, "offset": 184, "std": 2.32221 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 27, "offset": 184, "std": 2.32221 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "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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