Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138123.1178 | 93523.7603 | 44599.3575 | 92013.4579 | 76043.8519 | 15969.606 |
Total P&L (%) | 138.1231 | 93.5238 | 44.5994 | 92.0135 | 76.0439 | 15.9696 |
Avg Daily Profit (%) | 1.5911 | 1.0773 | 0.5138 | 0.7544 | 0.6536 | 0.1708 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75826 | -55943 | -19960 | -58904 | -43989 | -14996 |
Profit Factor | 2.0976 | 1.9278 | 2.7813 | 1.9388 | 1.9692 | 1.8171 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 37 | 22 | 15 | 37 | 22 | 15 |
Losing Trades | 76 | 34 | 42 | 76 | 34 | 42 |
Profitability (%) | 32.7434 | 39.2857 | 26.3158 | 32.7434 | 39.2857 | 26.3158 |
Ratio Avg Win / Avg Loss | 4.3087 | 2.9794 | 7.7875 | 3.9825 | 3.0432 | 5.0879 |
Largest Winning Trade | 142749 | 142749 | 64373 | 113277 | 113277 | 31077 |
Largest Losing Trade | -11604 | -11604 | -2612 | -11917 | -11917 | -1639 |
Avg Bars in Trades | 219 | 437 | 5 | 219 | 437 | 5 |
Avg Bars in Winners | 373 | 624 | 5 | 373 | 624 | 5 |
Avg Bars in Losers | 144 | 315 | 5 | 144 | 315 | 5 |
Bars Traded | 24772 | 24478 | 294 | 24772 | 24478 | 294 |
Profit Streak | 0 | 1.2824 | 0 | 0 | 1.2824 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326423 | -172211 | -191942 | 276622 | -173623 | -204496 |
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{ "first_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 4.28417 } }, "second_band": { "type": "dcl", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 24, "offset": 0, "std": 4.28417 } }, "second_band": { "type": "dcl", "factors": { "length": 21, "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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