Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367061.5709 | 346964.5021 | 20097.0688 | 168142.9502 | 138186.7217 | 29956.2285 |
Total P&L (%) | 367.0616 | 346.9645 | 20.0971 | 168.143 | 138.1867 | 29.9562 |
Avg Daily Profit (%) | 0.26 | 0.2457 | 0.0142 | 0.0699 | 0.0615 | 0.0186 |
Buy And Hold Return (%) | 11.9788 | 11.9788 | 11.9788 | 11.9788 | 11.9788 | 11.9788 |
Max Trade Drawdown | -141822 | -144982 | -25109 | -440909 | -500413 | -80673 |
Profit Factor | 1.6046 | 1.6614 | 1.2435 | 1.0936 | 1.0886 | 1.1267 |
Total Trades | 163 | 81 | 82 | 163 | 81 | 82 |
Winning Trades | 75 | 36 | 39 | 75 | 36 | 39 |
Losing Trades | 88 | 45 | 43 | 88 | 45 | 43 |
Profitability (%) | 46.0123 | 44.4444 | 47.561 | 46.0123 | 44.4444 | 47.561 |
Ratio Avg Win / Avg Loss | 1.8828 | 2.0768 | 1.371 | 1.2832 | 1.3607 | 1.2423 |
Largest Winning Trade | 161511 | 161511 | 12311 | 252122 | 252122 | 35543 |
Largest Losing Trade | -54738 | -54738 | -6798 | -124293 | -124293 | -24286 |
Avg Bars in Trades | 33 | 66 | 1 | 33 | 66 | 1 |
Avg Bars in Winners | 44 | 91 | 1 | 44 | 91 | 1 |
Avg Bars in Losers | 24 | 46 | 1 | 24 | 46 | 1 |
Bars Traded | 5483 | 5392 | 91 | 5483 | 5392 | 91 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377062 | -2959 | -188256 | -217887 | -248020 | -257895 |
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{ "first_band": { "type": "bbl", "factors": { "length": 9, "offset": 0, "std": 1.94133 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 9, "offset": 0, "std": 1.94133 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "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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