Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1940131.7132 | 2157365.299 | -217233.5858 | 49486086.9788 | 42588190.7913 | 6897896.1875 |
Total P&L (%) | 1940.1317 | 2157.3653 | -217.2336 | 49486.087 | 42588.1908 | 6897.8962 |
Avg Daily Profit (%) | 0.859 | 0.9552 | -0.0962 | 0.2752 | 0.2685 | 0.1883 |
Buy And Hold Return (%) | 10086.6338 | 10086.6338 | 10086.6338 | 10086.6338 | 10086.6338 | 10086.6338 |
Max Trade Drawdown | -255524 | -50576 | -404636 | -66772579 | -43433545 | -25363626 |
Profit Factor | 3.3411 | 11.3985 | 0.6503 | 1.4095 | 1.7972 | 1.1023 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 41 | 21 | 20 | 45 | 23 | 22 |
Losing Trades | 38 | 19 | 19 | 34 | 17 | 17 |
Profitability (%) | 51.8987 | 52.5 | 51.2821 | 56.962 | 57.5 | 56.4103 |
Ratio Avg Win / Avg Loss | 3.0966 | 10.3129 | 0.6178 | 1.0649 | 1.3283 | 0.8518 |
Largest Winning Trade | 1743780 | 1743780 | 52151 | 49613417 | 49613417 | 27587323 |
Largest Losing Trade | -255524 | -35997 | -255524 | -37510159 | -37510159 | -25363626 |
Avg Bars in Trades | 53 | 54 | 52 | 53 | 54 | 52 |
Avg Bars in Winners | 67 | 65 | 70 | 60 | 56 | 64 |
Avg Bars in Losers | 38 | 43 | 34 | 44 | 52 | 36 |
Bars Traded | 4249 | 2192 | 2057 | 4249 | 2192 | 2057 |
Profit Streak | 57.1171 | 101.1171 | 0 | 57.1171 | 101.1171 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -176642 | -142638 | -580591 | -21519 | 390782 | -266662 |
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{ "first_band": { "type": "bbl", "factors": { "length": 185, "offset": 0, "std": 2.81738 } }, "second_band": { "type": "dcl", "factors": { "length": 193, "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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