Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 807068.4938 | 759757.7345 | 47310.7593 | 4166970.3074 | 4543608.3536 | -376638.0463 |
Total P&L (%) | 807.0685 | 759.7577 | 47.3108 | 4166.9703 | 4543.6084 | -376.638 |
Avg Daily Profit (%) | 0.4436 | 0.4176 | 0.026 | 0.2065 | 0.2112 | 0 |
Buy And Hold Return (%) | 692.8533 | 692.8533 | 692.8533 | 692.8533 | 692.8533 | 692.8533 |
Max Trade Drawdown | -81434 | -33992 | -148485 | -4567134 | -1489029 | -3152300 |
Profit Factor | 1.9373 | 3.8559 | 1.0795 | 1.244 | 1.8514 | 0.9679 |
Total Trades | 213 | 107 | 106 | 213 | 107 | 106 |
Winning Trades | 87 | 49 | 38 | 87 | 49 | 38 |
Losing Trades | 126 | 58 | 68 | 126 | 58 | 68 |
Profitability (%) | 40.8451 | 45.7944 | 35.8491 | 40.8451 | 45.7944 | 35.8491 |
Ratio Avg Win / Avg Loss | 2.8058 | 4.5641 | 1.9318 | 1.8017 | 2.1915 | 1.7321 |
Largest Winning Trade | 268407 | 268407 | 76710 | 2035957 | 1692298 | 2035957 |
Largest Losing Trade | -36900 | -14534 | -36900 | -1300263 | -640407 | -1300263 |
Avg Bars in Trades | 25 | 9 | 40 | 25 | 9 | 40 |
Avg Bars in Winners | 44 | 14 | 83 | 44 | 14 | 83 |
Avg Bars in Losers | 12 | 6 | 16 | 12 | 6 | 16 |
Bars Traded | 5394 | 1064 | 4330 | 5394 | 1064 | 4330 |
Profit Streak | 6.9474 | 19.6141 | 0 | 6.9474 | 19.6141 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -102175 | -119952 | -461638 | 245028 | 370153 | -583775 |
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{ "first_band": { "type": "bbu", "factors": { "length": 43, "offset": 0, "std": 2.19308 } }, "second_band": { "type": "dcu", "factors": { "length": 6, "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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