Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1582302.1178 | 1501261.7406 | 81040.3773 | 31354411.9392 | 20977362.7862 | 10377049.1531 |
Total P&L (%) | 1582.3021 | 1501.2617 | 81.0404 | 31354.4119 | 20977.3628 | 10377.0492 |
Avg Daily Profit (%) | 0.7002 | 0.6644 | 0.0359 | 0.2548 | 0.2371 | 0.2061 |
Buy And Hold Return (%) | 8934.7534 | 8934.7534 | 8934.7534 | 8934.7534 | 8934.7534 | 8934.7534 |
Max Trade Drawdown | -86073 | -79310 | -104670 | -9089022 | -8433076 | -7833551 |
Profit Factor | 4.1949 | 8.6839 | 1.2702 | 1.7292 | 1.97 | 1.4856 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 66.3158 | 68.0851 | 64.5833 | 66.3158 | 68.0851 | 64.5833 |
Ratio Avg Win / Avg Loss | 2.1308 | 4.0706 | 0.6966 | 0.8783 | 0.9234 | 0.8147 |
Largest Winning Trade | 787551 | 787551 | 30790 | 6704663 | 6704663 | 3418200 |
Largest Losing Trade | -69194 | -68250 | -69194 | -7382050 | -7382050 | -3848645 |
Avg Bars in Trades | 67 | 112 | 22 | 67 | 112 | 22 |
Avg Bars in Winners | 44 | 61 | 26 | 44 | 61 | 26 |
Avg Bars in Losers | 111 | 221 | 15 | 111 | 221 | 15 |
Bars Traded | 6373 | 5279 | 1094 | 6373 | 5279 | 1094 |
Profit Streak | 120.1579 | 120.1579 | 238.8246 | 120.1579 | 120.1579 | 238.8246 |
Trades During Streak | 7 | 3 | 5 | 7 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -142122 | -141465 | -308871 | 377489 | 306954 | -104257 |
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{ "first_band": { "type": "bbl", "factors": { "length": 14, "offset": 0, "std": 2.72958 } }, "second_band": { "type": "midprice", "factors": { "length": 232, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 14, "offset": 0, "std": 2.72958 } }, "second_band": { "type": "midprice", "factors": { "length": 232, "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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