Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1462040.1242 | 1406435.5447 | 55604.5794 | 27329990.5371 | 13342702.7782 | 13987287.7589 |
Total P&L (%) | 1462.0401 | 1406.4355 | 55.6046 | 27329.9905 | 13342.7028 | 13987.2878 |
Avg Daily Profit (%) | 0.6461 | 0.6215 | 0.0246 | 0.2484 | 0.2168 | 0.2189 |
Buy And Hold Return (%) | 10764.6702 | 10764.6702 | 10764.6702 | 10764.6702 | 10764.6702 | 10764.6702 |
Max Trade Drawdown | -119086 | -101720 | -84068 | -14329997 | -13770162 | -6516486 |
Profit Factor | 4.1663 | 7.8451 | 1.217 | 1.6284 | 1.4992 | 1.8345 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 57.4257 | 58 | 56.8627 | 57.4257 | 58 | 56.8627 |
Ratio Avg Win / Avg Loss | 3.0888 | 5.6809 | 0.9232 | 1.2073 | 1.0856 | 1.3917 |
Largest Winning Trade | 732880 | 732880 | 35213 | 5209265 | 5209265 | 3442344 |
Largest Losing Trade | -67185 | -67185 | -28017 | -11675759 | -11675759 | -3611337 |
Avg Bars in Trades | 37 | 67 | 8 | 37 | 67 | 8 |
Avg Bars in Winners | 22 | 37 | 7 | 22 | 37 | 7 |
Avg Bars in Losers | 57 | 107 | 8 | 57 | 107 | 8 |
Bars Traded | 3767 | 3357 | 411 | 3767 | 3357 | 411 |
Profit Streak | 49.1721 | 0 | 242.6721 | 49.1721 | 0 | 242.6721 |
Trades During Streak | 1 | 0 | 7 | 1 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -144949 | -324627 | -505353 | 313095 | -260805 | -239512 |
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{ "first_band": { "type": "bbl", "factors": { "length": 8, "offset": 0, "std": 4.75783 } }, "second_band": { "type": "midprice", "factors": { "length": 226, "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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