Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 124593.2356 | 109405.9584 | 15187.2771 | 43512.0256 | 18971.6702 | 24540.3554 |
Total P&L (%) | 124.5932 | 109.406 | 15.1873 | 43.512 | 18.9717 | 24.5404 |
Avg Daily Profit (%) | 0.2392 | 0.2101 | 0.0292 | 0.0694 | 0.0334 | 0.0421 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83643 | -76122 | -14651 | -135319 | -130463 | -18234 |
Profit Factor | 1.398 | 1.3888 | 1.4792 | 1.108 | 1.0512 | 1.7509 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Losing Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Profitability (%) | 57.5758 | 65.3061 | 50 | 57.5758 | 65.3061 | 50 |
Ratio Avg Win / Avg Loss | 1.0301 | 0.7378 | 1.4792 | 0.8164 | 0.5585 | 1.7509 |
Largest Winning Trade | 40119 | 40119 | 4757 | 39702 | 39702 | 8396 |
Largest Losing Trade | -39845 | -39845 | -10140 | -75927 | -75927 | -12897 |
Avg Bars in Trades | 243 | 488 | 3 | 243 | 488 | 3 |
Avg Bars in Winners | 135 | 240 | 2 | 135 | 240 | 2 |
Avg Bars in Losers | 389 | 955 | 5 | 389 | 955 | 5 |
Bars Traded | 24118 | 23929 | 189 | 24118 | 23929 | 189 |
Profit Streak | 5.1066 | 15.4191 | 5.1066 | 5.1066 | 15.4191 | 5.1066 |
Trades During Streak | 2 | 5 | 1 | 2 | 5 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377968 | 351695 | -342198 | -203735 | -318622 | -316786 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 130, "offset": 0, "std": 3.19232 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 130, "offset": 0, "std": 3.19232 } } }
# | 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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