Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 91683.0206 | 279322.6583 | -187639.6377 | -108037.9324 | 37742.6068 | -145780.5392 |
Total P&L (%) | 91.683 | 279.3227 | -187.6396 | -108.0379 | 37.7426 | -145.7805 |
Avg Daily Profit (%) | 0.0496 | 0.1512 | -0.1016 | 0 | 0.0173 | 0 |
Buy And Hold Return (%) | 77.2388 | 77.2388 | 77.2388 | 77.2388 | 77.2388 | 77.2388 |
Max Trade Drawdown | -275117 | -110026 | -352038 | -767163 | -310301 | -503065 |
Profit Factor | 1.1181 | 1.9074 | 0.5995 | 0.8939 | 1.0921 | 0.7606 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 48 | 22 | 26 | 38 | 22 | 16 |
Losing Trades | 37 | 20 | 17 | 47 | 20 | 27 |
Profitability (%) | 56.4706 | 52.381 | 60.4651 | 44.7059 | 52.381 | 37.2093 |
Ratio Avg Win / Avg Loss | 0.8619 | 1.734 | 0.392 | 1.1057 | 0.9928 | 1.2836 |
Largest Winning Trade | 160034 | 160034 | 24026 | 204023 | 203993 | 204023 |
Largest Losing Trade | -157032 | -60120 | -157032 | -456720 | -265457 | -456720 |
Avg Bars in Trades | 81 | 121 | 42 | 81 | 121 | 42 |
Avg Bars in Winners | 70 | 110 | 37 | 93 | 127 | 46 |
Avg Bars in Losers | 96 | 134 | 51 | 72 | 115 | 40 |
Bars Traded | 6965 | 5121 | 1844 | 6965 | 5121 | 1844 |
Profit Streak | 0 | 0 | 0 | 52.3319 | 61.8319 | 52.3319 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -325462 | 310102 | -579370 | -579956 | -455414 | -583471 |
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{ "first_band": { "type": "bbl", "factors": { "length": 69, "offset": 0, "std": 3.01548 } }, "second_band": { "type": "dcl", "factors": { "length": 27, "offset": 147 } } }
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# | 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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