Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 535443.9787 | 376476.9354 | 158967.0433 | 132126.3531 | -387210.7976 | 519337.1507 |
Total P&L (%) | 535.444 | 376.4769 | 158.967 | 132.1264 | -387.2108 | 519.3372 |
Avg Daily Profit (%) | 0.2964 | 0.2084 | 0.088 | 0.0466 | 0 | 0.101 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177334 | -212581 | -49738 | -988029 | -997202 | -288160 |
Profit Factor | 2.0563 | 2.0484 | 2.0755 | 1.0596 | 0.7567 | 1.8305 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 33 | 11 | 22 | 33 | 11 | 22 |
Losing Trades | 53 | 32 | 21 | 53 | 32 | 21 |
Profitability (%) | 38.3721 | 25.5814 | 51.1628 | 38.3721 | 25.5814 | 51.1628 |
Ratio Avg Win / Avg Loss | 3.3025 | 5.9589 | 1.9812 | 1.7018 | 2.2013 | 1.7473 |
Largest Winning Trade | 504362 | 504362 | 49492 | 609991 | 609991 | 361756 |
Largest Losing Trade | -32937 | -32937 | -20263 | -356271 | -356271 | -149223 |
Avg Bars in Trades | 60 | 92 | 28 | 60 | 92 | 28 |
Avg Bars in Winners | 90 | 192 | 39 | 90 | 192 | 39 |
Avg Bars in Losers | 42 | 58 | 18 | 42 | 58 | 18 |
Bars Traded | 5221 | 3983 | 1238 | 5221 | 3983 | 1238 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305226 | -15614 | -71039 | -288781 | -605201 | -53770 |
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{ "first_band": { "type": "bbl", "factors": { "length": 130, "offset": 0, "std": 1.69496 } }, "second_band": { "type": "dcl", "factors": { "length": 13, "offset": 0 } } }
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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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