Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270825.1858 | 199029.9837 | 71795.2021 | 613673.6141 | 467742.8035 | 145930.8106 |
Total P&L (%) | 270.8252 | 199.03 | 71.7952 | 613.6736 | 467.7428 | 145.9308 |
Avg Daily Profit (%) | 0.52 | 0.3821 | 0.1378 | 0.378 | 0.334 | 0.1729 |
Buy And Hold Return (%) | 68.7057 | 68.7057 | 68.7057 | 68.7057 | 68.7057 | 68.7057 |
Max Trade Drawdown | -38891 | -50386 | -50949 | -158036 | -215294 | -178108 |
Profit Factor | 1.4642 | 1.5953 | 1.2882 | 1.3274 | 1.4523 | 1.1737 |
Total Trades | 313 | 156 | 157 | 313 | 156 | 157 |
Winning Trades | 162 | 71 | 91 | 162 | 71 | 91 |
Losing Trades | 151 | 85 | 66 | 151 | 85 | 66 |
Profitability (%) | 51.7572 | 45.5128 | 57.9618 | 51.7572 | 45.5128 | 57.9618 |
Ratio Avg Win / Avg Loss | 1.3648 | 1.9099 | 0.9343 | 1.2373 | 1.7387 | 0.8513 |
Largest Winning Trade | 57738 | 57738 | 11482 | 124652 | 124652 | 62245 |
Largest Losing Trade | -24630 | -17345 | -24630 | -132810 | -48819 | -132810 |
Avg Bars in Trades | 79 | 91 | 66 | 79 | 91 | 66 |
Avg Bars in Winners | 97 | 125 | 75 | 97 | 125 | 75 |
Avg Bars in Losers | 59 | 63 | 53 | 59 | 63 | 53 |
Bars Traded | 24743 | 14324 | 10419 | 24743 | 14324 | 10419 |
Profit Streak | 0 | 11.2563 | 0 | 0 | 11.2563 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 376743 | 288529 | -161721 | 399847 | 352932 | -29041 |
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{ "first_band": { "type": "bbl", "factors": { "length": 131, "offset": 0, "std": 3.26164 } }, "second_band": { "type": "dcl", "factors": { "length": 248, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 131, "offset": 0, "std": 3.26164 } }, "second_band": { "type": "dcl", "factors": { "length": 248, "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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