Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 40074.7694 | 40329.0193 | -254.25 | 46274.9985 | 45979.9914 | 295.007 |
Total P&L (%) | 40.0748 | 40.329 | -0.2543 | 46.275 | 45.98 | 0.295 |
Avg Daily Profit (%) | 0.7695 | 0.7744 | -0.0049 | 0.7329 | 0.729 | 0.0057 |
Buy And Hold Return (%) | 19.9491 | 19.9491 | 19.9491 | 19.9491 | 19.9491 | 19.9491 |
Max Trade Drawdown | -18914 | -17501 | -4258 | -21485 | -19840 | -4630 |
Profit Factor | 2.2652 | 2.7352 | 0.9699 | 2.3245 | 2.7832 | 1.0322 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 39 | 25 | 14 | 39 | 25 | 14 |
Losing Trades | 24 | 6 | 18 | 24 | 6 | 18 |
Profitability (%) | 61.9048 | 80.6452 | 43.75 | 61.9048 | 80.6452 | 43.75 |
Ratio Avg Win / Avg Loss | 1.394 | 0.6564 | 1.247 | 1.4305 | 0.668 | 1.3272 |
Largest Winning Trade | 8091 | 8091 | 2949 | 10720 | 10720 | 3434 |
Largest Losing Trade | -6224 | -6224 | -1938 | -7351 | -7351 | -1982 |
Avg Bars in Trades | 307 | 621 | 3 | 307 | 621 | 3 |
Avg Bars in Winners | 261 | 406 | 2 | 261 | 406 | 2 |
Avg Bars in Losers | 383 | 1518 | 4 | 383 | 1518 | 4 |
Bars Traded | 19388 | 19278 | 110 | 19388 | 19278 | 110 |
Profit Streak | 1.8719 | 9.9573 | 1.8719 | 1.8719 | 9.9573 | 1.8719 |
Trades During Streak | 2 | 14 | 1 | 2 | 14 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144398 | 427407 | -584986 | -142524 | 484778 | -541988 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 134, "offset": 239, "std": 3.58889 } } }
# | 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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