Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 293101.1814 | 135939.5074 | 157161.674 | 328041.636 | 122540.6059 | 205501.0301 |
Total P&L (%) | 293.1012 | 135.9395 | 157.1617 | 328.0416 | 122.5406 | 205.501 |
Avg Daily Profit (%) | 0.1744 | 0.0809 | 0.0935 | 0.0865 | 0.0476 | 0.0665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -93576 | -102448 | -62465 | -361315 | -339994 | -273997 |
Profit Factor | 1.7275 | 1.9429 | 1.6075 | 1.2383 | 1.2499 | 1.2318 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 47 | 22 | 25 | 47 | 22 | 25 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 55.2941 | 51.1628 | 59.5238 | 55.2941 | 51.1628 | 59.5238 |
Ratio Avg Win / Avg Loss | 1.3967 | 1.8546 | 1.0931 | 1.0012 | 1.1931 | 0.8376 |
Largest Winning Trade | 64921 | 64921 | 43546 | 122110 | 106882 | 122110 |
Largest Losing Trade | -49814 | -26170 | -49814 | -212024 | -106875 | -212024 |
Avg Bars in Trades | 57 | 18 | 96 | 57 | 18 | 96 |
Avg Bars in Winners | 50 | 19 | 78 | 50 | 19 | 78 |
Avg Bars in Losers | 65 | 18 | 122 | 65 | 18 | 122 |
Bars Traded | 4868 | 815 | 4053 | 4868 | 815 | 4053 |
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 | 377230 | -80812 | -64939 | -76803 | -129084 | -104917 |
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{ "first_band": { "type": "bbl", "factors": { "length": 31, "offset": 0, "std": 3.71277 } }, "second_band": { "type": "bbl", "factors": { "length": 91, "offset": 0, "std": 3.57086 } } }
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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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