Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416033.664 | 489356.7857 | -73323.1217 | -91674.2812 | -102347.9207 | 10673.6394 |
Total P&L (%) | 416.0337 | 489.3568 | -73.3231 | -91.6743 | -102.3479 | 10.6736 |
Avg Daily Profit (%) | 0.175 | 0.2059 | -0.0308 | -0.1045 | 0 | 0.0043 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -226411 | -211462 | -97184 | -151568 | -167124 | -28519 |
Profit Factor | 1.2056 | 1.3027 | 0.8198 | 0.8916 | 0.8575 | 1.0838 |
Total Trades | 555 | 277 | 278 | 555 | 277 | 278 |
Winning Trades | 246 | 122 | 124 | 246 | 122 | 124 |
Losing Trades | 309 | 155 | 154 | 309 | 155 | 154 |
Profitability (%) | 44.3243 | 44.0433 | 44.6043 | 44.3243 | 44.0433 | 44.6043 |
Ratio Avg Win / Avg Loss | 1.5143 | 1.655 | 1.0182 | 1.1199 | 1.0895 | 1.346 |
Largest Winning Trade | 251841 | 251841 | 11872 | 60415 | 60415 | 11739 |
Largest Losing Trade | -62334 | -62334 | -18110 | -44006 | -44006 | -13072 |
Avg Bars in Trades | 12 | 24 | 1 | 12 | 24 | 1 |
Avg Bars in Winners | 13 | 26 | 1 | 13 | 26 | 1 |
Avg Bars in Losers | 12 | 23 | 1 | 12 | 23 | 1 |
Bars Traded | 7106 | 6804 | 302 | 7106 | 6804 | 302 |
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 | 323855 | 278539 | -580033 | -578140 | -580256 | -461201 |
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{ "first_band": { "type": "bbl", "factors": { "length": 2, "offset": 0, "std": 2.86875 } }, "second_band": { "type": "ohlc4", "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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