Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798769.8129 | 838471.6788 | -39701.866 | 1486101.5614 | 14202090.5499 | -12715988.9885 |
Total P&L (%) | 798.7698 | 838.4717 | -39.7019 | 1486.1016 | 14202.0906 | -12715.989 |
Avg Daily Profit (%) | 0.327 | 0.3433 | -0.0163 | 0.1132 | 0.2034 | 0 |
Buy And Hold Return (%) | 4678.239 | 4678.239 | 4678.239 | 4678.239 | 4678.239 | 4678.239 |
Max Trade Drawdown | -126610 | -90351 | -117045 | -16713834 | -3288473 | -14451303 |
Profit Factor | 1.7413 | 2.276 | 0.9056 | 1.0359 | 1.7758 | 0.45 |
Total Trades | 225 | 112 | 113 | 225 | 112 | 113 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 102 | 49 | 53 | 102 | 49 | 53 |
Profitability (%) | 54.6667 | 56.25 | 53.0973 | 54.6667 | 56.25 | 53.0973 |
Ratio Avg Win / Avg Loss | 1.444 | 1.7702 | 0.7999 | 0.859 | 1.3812 | 0.3975 |
Largest Winning Trade | 193262 | 193262 | 35199 | 7589613 | 7589613 | 3245288 |
Largest Losing Trade | -75472 | -40756 | -75472 | -12238931 | -2159980 | -12238931 |
Avg Bars in Trades | 63 | 106 | 20 | 63 | 106 | 20 |
Avg Bars in Winners | 58 | 98 | 15 | 58 | 98 | 15 |
Avg Bars in Losers | 70 | 117 | 26 | 70 | 117 | 26 |
Bars Traded | 14320 | 11966 | 2354 | 14320 | 11966 | 2354 |
Profit Streak | 0 | 106.2437 | 0 | 0 | 106.2437 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152681 | -150670 | -580352 | -388158 | 315210 | -580352 |
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{ "first_band": { "type": "dcl", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "bbl", "factors": { "length": 56, "offset": 0, "std": 2.23063 } } }
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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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