Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 831779.8437 | 734109.1605 | 97670.6832 | 8985366.7151 | 8304424.6282 | 680942.0869 |
Total P&L (%) | 831.7798 | 734.1092 | 97.6707 | 8985.3667 | 8304.4246 | 680.9421 |
Avg Daily Profit (%) | 0.4559 | 0.4024 | 0.0535 | 0.2475 | 0.2432 | 0.1127 |
Buy And Hold Return (%) | 826.9485 | 826.9485 | 826.9485 | 826.9485 | 826.9485 | 826.9485 |
Max Trade Drawdown | -68008 | -36197 | -80009 | -4447198 | -1504530 | -3018154 |
Profit Factor | 3.2242 | 6.7985 | 1.3949 | 1.6354 | 2.8152 | 1.0712 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 25 | 16 | 9 | 25 | 16 | 9 |
Losing Trades | 61 | 27 | 34 | 61 | 27 | 34 |
Profitability (%) | 29.0698 | 37.2093 | 20.9302 | 29.0698 | 37.2093 | 20.9302 |
Ratio Avg Win / Avg Loss | 7.8671 | 11.4724 | 5.2694 | 3.9904 | 4.7506 | 4.0467 |
Largest Winning Trade | 218233 | 218233 | 71937 | 4744402 | 3411030 | 4744402 |
Largest Losing Trade | -29353 | -18653 | -29353 | -1073286 | -933352 | -1073286 |
Avg Bars in Trades | 39 | 14 | 64 | 39 | 14 | 64 |
Avg Bars in Winners | 97 | 32 | 212 | 97 | 32 | 212 |
Avg Bars in Losers | 16 | 4 | 25 | 16 | 4 | 25 |
Bars Traded | 3416 | 639 | 2777 | 3416 | 639 | 2777 |
Profit Streak | 0 | 58.002 | 0 | 0 | 58.002 | 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 | -159220 | -151566 | -333133 | -107 | 349037 | -396695 |
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{ "first_band": { "type": "bbu", "factors": { "length": 194, "offset": 0, "std": 1.49851 } }, "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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