Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 509097.4928 | 341562.3889 | 167535.1039 | -71068.2374 | 93609.9849 | -164678.2223 |
Total P&L (%) | 509.0975 | 341.5624 | 167.5351 | -71.0682 | 93.61 | -164.6782 |
Avg Daily Profit (%) | 0.4959 | 0.3327 | 0.1632 | -0.1207 | 0.0644 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183185 | -80906 | -130262 | -168268 | -4810 | -180806 |
Profit Factor | 1.7818 | 2.2072 | 1.455 | 0.698 | 5.0837 | 0.2247 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 87 | 42 | 45 | 87 | 42 | 45 |
Profitability (%) | 55.3846 | 56.701 | 54.0816 | 55.3846 | 56.701 | 54.0816 |
Ratio Avg Win / Avg Loss | 1.4354 | 1.6855 | 1.2354 | 0.5623 | 3.8821 | 0.1908 |
Largest Winning Trade | 143381 | 143381 | 35182 | 65955 | 65955 | 4283 |
Largest Losing Trade | -98182 | -35510 | -98182 | -166565 | -3473 | -166565 |
Avg Bars in Trades | 61 | 50 | 72 | 61 | 50 | 72 |
Avg Bars in Winners | 57 | 48 | 66 | 57 | 48 | 66 |
Avg Bars in Losers | 66 | 53 | 79 | 66 | 53 | 79 |
Bars Traded | 11978 | 4887 | 7091 | 11978 | 4887 | 7091 |
Profit Streak | 5.1714 | 5.6714 | 5.1714 | 5.1714 | 5.6714 | 5.1714 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 566497 | 512353 | 334342 | -577877 | -97558 | -579550 |
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{ "first_band": { "type": "bbu", "factors": { "length": 152, "offset": 22, "std": 1.1559 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 234 } } }
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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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