Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328007.5815 | 206159.5649 | 121848.0166 | -49912.5683 | -24218.2667 | -25694.3016 |
Total P&L (%) | 328.0076 | 206.1596 | 121.848 | -49.9126 | -24.2183 | -25.6943 |
Avg Daily Profit (%) | 0.1815 | 0.1141 | 0.0674 | -0.0382 | -0.0153 | -0.0164 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -250155 | -209955 | -108035 | -113636 | -108771 | -117121 |
Profit Factor | 1.4227 | 1.4947 | 1.3392 | 0.8622 | 0.869 | 0.8552 |
Total Trades | 118 | 59 | 59 | 118 | 59 | 59 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 53 | 31 | 22 | 53 | 31 | 22 |
Profitability (%) | 55.0847 | 47.4576 | 62.7119 | 55.0847 | 47.4576 | 62.7119 |
Ratio Avg Win / Avg Loss | 1.1601 | 1.6549 | 0.7963 | 0.7031 | 0.9621 | 0.5085 |
Largest Winning Trade | 124882 | 124882 | 58270 | 39169 | 39169 | 26931 |
Largest Losing Trade | -82359 | -43752 | -82359 | -95954 | -31798 | -95954 |
Avg Bars in Trades | 43 | 52 | 34 | 43 | 52 | 34 |
Avg Bars in Winners | 47 | 56 | 40 | 47 | 56 | 40 |
Avg Bars in Losers | 38 | 48 | 25 | 38 | 48 | 25 |
Bars Traded | 5108 | 3074 | 2034 | 5108 | 3074 | 2034 |
Profit Streak | 75.386 | 96.386 | 75.386 | 75.386 | 96.386 | 75.386 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368432 | -215039 | -278732 | -578840 | -757488 | -755252 |
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{ "first_band": { "type": "bbl", "factors": { "length": 169, "offset": 0, "std": 2.94248 } }, "second_band": { "type": "dcl", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 169, "offset": 0, "std": 2.94248 } }, "second_band": { "type": "dcl", "factors": { "length": 168, "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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