Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178008.1772 | 203890.2636 | -25882.0864 | 5691.7643 | 61862.8377 | -56171.0734 |
Total P&L (%) | 178.0082 | 203.8903 | -25.8821 | 5.6918 | 61.8628 | -56.1711 |
Avg Daily Profit (%) | 0.1423 | 0.163 | -0.0207 | 0.0044 | 0.0385 | -0.0659 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95877 | -71162 | -114233 | -231352 | -172368 | -166489 |
Profit Factor | 1.1732 | 1.449 | 0.9549 | 1.0036 | 1.0831 | 0.9317 |
Total Trades | 355 | 177 | 178 | 355 | 177 | 178 |
Winning Trades | 227 | 108 | 119 | 227 | 108 | 119 |
Losing Trades | 128 | 69 | 59 | 128 | 69 | 59 |
Profitability (%) | 63.9437 | 61.0169 | 66.8539 | 63.9437 | 61.0169 | 66.8539 |
Ratio Avg Win / Avg Loss | 0.6615 | 0.9258 | 0.4734 | 0.5659 | 0.692 | 0.4619 |
Largest Winning Trade | 49445 | 49445 | 15658 | 46651 | 46651 | 45133 |
Largest Losing Trade | -40925 | -39795 | -40925 | -131268 | -100751 | -131268 |
Avg Bars in Trades | 40 | 60 | 20 | 40 | 60 | 20 |
Avg Bars in Winners | 23 | 29 | 18 | 23 | 29 | 18 |
Avg Bars in Losers | 69 | 108 | 23 | 69 | 108 | 23 |
Bars Traded | 14271 | 10629 | 3641 | 14271 | 10629 | 3641 |
Profit Streak | 4.446 | 0 | 8.7793 | 4.446 | 0 | 8.7793 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -30954 | 303548 | -576819 | -567024 | -271044 | -576819 |
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{ "first_band": { "type": "bbl", "factors": { "length": 225, "offset": 0, "std": 2.69359 } }, "second_band": { "type": "rma", "factors": { "length": 81, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 225, "offset": 0, "std": 2.69359 } }, "second_band": { "type": "rma", "factors": { "length": 81, "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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