Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 358827.3784 | 395743.1176 | -36915.7392 | 43657.6304 | 88998.087 | -45340.4566 |
Total P&L (%) | 358.8274 | 395.7431 | -36.9157 | 43.6576 | 88.9981 | -45.3405 |
Avg Daily Profit (%) | 0.1722 | 0.19 | -0.0177 | 0.0174 | 0.0306 | -0.029 |
Buy And Hold Return (%) | 57.1038 | 57.1038 | 57.1038 | 57.1038 | 57.1038 | 57.1038 |
Max Trade Drawdown | -119776 | -112771 | -40768 | -229750 | -212215 | -57318 |
Profit Factor | 1.7596 | 2.1058 | 0.6776 | 1.0629 | 1.1641 | 0.7003 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 46 | 21 | 25 | 46 | 21 | 25 |
Profitability (%) | 47.1264 | 51.1628 | 43.1818 | 47.1264 | 51.1628 | 43.1818 |
Ratio Avg Win / Avg Loss | 1.9742 | 2.01 | 0.8916 | 1.1926 | 1.1112 | 0.9215 |
Largest Winning Trade | 172093 | 172093 | 14091 | 166885 | 166885 | 26729 |
Largest Losing Trade | -69055 | -69055 | -17061 | -101495 | -101495 | -34195 |
Avg Bars in Trades | 275 | 538 | 18 | 275 | 538 | 18 |
Avg Bars in Winners | 321 | 583 | 18 | 321 | 583 | 18 |
Avg Bars in Losers | 234 | 491 | 19 | 234 | 491 | 19 |
Bars Traded | 23981 | 23155 | 826 | 23981 | 23155 | 826 |
Profit Streak | 0 | 242.1923 | 0 | 0 | 242.1923 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 336866 | 469746 | -583093 | -487578 | -200357 | -583093 |
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{ "first_band": { "type": "bbl", "factors": { "length": 141, "offset": 0, "std": 1.48589 } }, "second_band": { "type": "midprice", "factors": { "length": 200, "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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