Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 25293.4329 | 31819.53 | -6526.0971 | 25376.0479 | 33484.4333 | -8108.3854 |
Total P&L (%) | 25.2934 | 31.8195 | -6.5261 | 25.376 | 33.4844 | -8.1084 |
Avg Daily Profit (%) | 0.4857 | 0.611 | -0.1253 | 0.4352 | 0.5561 | -0.1622 |
Buy And Hold Return (%) | 13.3766 | 13.3766 | 13.3766 | 13.3766 | 13.3766 | 13.3766 |
Max Trade Drawdown | -16080 | -14565 | -8162 | -19024 | -17323 | -10072 |
Profit Factor | 1.5886 | 1.9941 | 0.4046 | 1.4985 | 1.888 | 0.3853 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Losing Trades | 34 | 14 | 20 | 34 | 14 | 20 |
Profitability (%) | 46.0317 | 54.8387 | 37.5 | 46.0317 | 54.8387 | 37.5 |
Ratio Avg Win / Avg Loss | 1.8625 | 1.6422 | 0.6743 | 1.7569 | 1.5548 | 0.6422 |
Largest Winning Trade | 8486 | 8486 | 986 | 9733 | 9733 | 1225 |
Largest Losing Trade | -8165 | -8165 | -2095 | -9490 | -9490 | -2814 |
Avg Bars in Trades | 349 | 687 | 22 | 349 | 687 | 22 |
Avg Bars in Winners | 304 | 507 | 16 | 304 | 507 | 16 |
Avg Bars in Losers | 388 | 907 | 25 | 388 | 907 | 25 |
Bars Traded | 22031 | 21327 | 704 | 22031 | 21327 | 704 |
Profit Streak | 4.3962 | 0 | 8.8878 | 4.3962 | 0 | 8.8878 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149045 | 327203 | -586226 | -149986 | 332150 | -586226 |
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{ "first_band": { "type": "bbl", "factors": { "length": 248, "offset": 0, "std": 2.97713 } }, "second_band": { "type": "ema", "factors": { "length": 149, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 248, "offset": 0, "std": 2.97713 } }, "second_band": { "type": "ema", "factors": { "length": 149, "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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