Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1372127.2175 | 1355809.377 | 16317.8405 | 815470.0187 | 639719.0957 | 175750.923 |
Total P&L (%) | 1372.1272 | 1355.8094 | 16.3178 | 815.47 | 639.7191 | 175.7509 |
Avg Daily Profit (%) | 0.7537 | 0.7447 | 0.009 | 0.1217 | 0.11 | 0.0557 |
Buy And Hold Return (%) | 597.4393 | 597.4393 | 597.4393 | 597.4393 | 597.4393 | 597.4393 |
Max Trade Drawdown | -127267 | -141239 | -24276 | -2132094 | -2245527 | -314054 |
Profit Factor | 3.1249 | 3.4421 | 1.1802 | 1.0987 | 1.0872 | 1.1891 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 43 | 16 | 27 | 43 | 16 | 27 |
Losing Trades | 60 | 35 | 25 | 60 | 35 | 25 |
Profitability (%) | 41.7476 | 31.3725 | 51.9231 | 41.7476 | 31.3725 | 51.9231 |
Ratio Avg Win / Avg Loss | 4.3604 | 7.5295 | 1.0928 | 1.533 | 2.3782 | 1.101 |
Largest Winning Trade | 882911 | 882911 | 13978 | 1373554 | 1373554 | 168655 |
Largest Losing Trade | -58713 | -58713 | -13139 | -990068 | -990068 | -182353 |
Avg Bars in Trades | 31 | 62 | 1 | 31 | 62 | 1 |
Avg Bars in Winners | 40 | 105 | 2 | 40 | 105 | 2 |
Avg Bars in Losers | 25 | 42 | 1 | 25 | 42 | 1 |
Bars Traded | 3271 | 3181 | 90 | 3271 | 3181 | 90 |
Profit Streak | 138.2453 | 162.7453 | 138.2453 | 138.2453 | 162.7453 | 138.2453 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426814 | -172427 | -547866 | -195231 | -499622 | -475753 |
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{ "first_band": { "type": "bbl", "factors": { "length": 15, "offset": 0, "std": 2.11199 } }, "second_band": { "type": "hlc3", "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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