Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 226999.6166 | 211362.3898 | 15637.2268 | 86071.7179 | 73770.458 | 12301.2599 |
Total P&L (%) | 226.9996 | 211.3624 | 15.6372 | 86.0717 | 73.7705 | 12.3013 |
Avg Daily Profit (%) | 0.4358 | 0.4058 | 0.03 | 0.1193 | 0.1061 | 0.0223 |
Buy And Hold Return (%) | 21.5924 | 21.5924 | 21.5924 | 21.5924 | 21.5924 | 21.5924 |
Max Trade Drawdown | -109387 | -90661 | -23699 | -319811 | -273346 | -69480 |
Profit Factor | 1.7822 | 1.9298 | 1.2486 | 1.1484 | 1.1607 | 1.1015 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 62 | 29 | 33 | 62 | 29 | 33 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 51.2397 | 48.3333 | 54.0984 | 51.2397 | 48.3333 | 54.0984 |
Ratio Avg Win / Avg Loss | 1.6959 | 2.0629 | 1.0594 | 1.0928 | 1.2408 | 0.9346 |
Largest Winning Trade | 248623 | 248623 | 8469 | 289397 | 289397 | 34369 |
Largest Losing Trade | -45687 | -45687 | -11866 | -144236 | -144236 | -42508 |
Avg Bars in Trades | 203 | 392 | 17 | 203 | 392 | 17 |
Avg Bars in Winners | 185 | 380 | 13 | 185 | 380 | 13 |
Avg Bars in Losers | 222 | 403 | 21 | 222 | 403 | 21 |
Bars Traded | 24614 | 23558 | 1056 | 24614 | 23558 | 1056 |
Profit Streak | 0 | 15.2076 | 0 | 0 | 15.2076 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 465465 | -156767 | -480222 | -93405 | -267567 | -600846 |
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{ "first_band": { "type": "dcl", "factors": { "length": 231, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 80, "offset": 0, "std": 1.83668 } } }
# | 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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