Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1255691.1443 | 1129388.5148 | 126302.6295 | 14095144.7813 | 10184078.3753 | 3911066.406 |
Total P&L (%) | 1255.6911 | 1129.3885 | 126.3026 | 14095.1448 | 10184.0784 | 3911.0664 |
Avg Daily Profit (%) | 0.6922 | 0.6226 | 0.0696 | 0.2736 | 0.2557 | 0.2037 |
Buy And Hold Return (%) | 593.5829 | 593.5829 | 593.5829 | 593.5829 | 593.5829 | 593.5829 |
Max Trade Drawdown | -86900 | -29935 | -100498 | -6016036 | -2570434 | -3552770 |
Profit Factor | 5.473 | 12.7257 | 1.6849 | 2.1141 | 3.5598 | 1.4509 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Losing Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Profitability (%) | 29.8507 | 35.2941 | 24.2424 | 29.8507 | 35.2941 | 24.2424 |
Ratio Avg Win / Avg Loss | 12.8616 | 23.3304 | 5.2654 | 4.968 | 6.5263 | 4.5341 |
Largest Winning Trade | 782896 | 782896 | 69244 | 6941196 | 4860192 | 6941196 |
Largest Losing Trade | -29353 | -18653 | -29353 | -1620644 | -1543327 | -1620644 |
Avg Bars in Trades | 49 | 16 | 83 | 49 | 16 | 83 |
Avg Bars in Winners | 124 | 38 | 253 | 124 | 38 | 253 |
Avg Bars in Losers | 17 | 4 | 29 | 17 | 4 | 29 |
Bars Traded | 3331 | 567 | 2764 | 3331 | 567 | 2764 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115445 | 258543 | -295734 | -117026 | 352603 | -23265 |
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{ "first_band": { "type": "bbu", "factors": { "length": 202, "offset": 0, "std": 1.651 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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# | 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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