Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579164.0483 | 501405.9777 | 77758.0706 | 1383668.9703 | 1081945.7922 | 301723.1781 |
Total P&L (%) | 579.164 | 501.406 | 77.7581 | 1383.669 | 1081.9458 | 301.7232 |
Avg Daily Profit (%) | 0.4102 | 0.3551 | 0.0551 | 0.1912 | 0.1751 | 0.0985 |
Buy And Hold Return (%) | 67.2951 | 67.2951 | 67.2951 | 67.2951 | 67.2951 | 67.2951 |
Max Trade Drawdown | -129479 | -134386 | -10890 | -621125 | -623607 | -33448 |
Profit Factor | 2.7242 | 2.6366 | 3.6323 | 2.0489 | 1.8828 | 4.2275 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Losing Trades | 19 | 9 | 10 | 19 | 9 | 10 |
Profitability (%) | 72.4638 | 73.5294 | 71.4286 | 72.4638 | 73.5294 | 71.4286 |
Ratio Avg Win / Avg Loss | 1.0352 | 0.9492 | 1.4529 | 0.7786 | 0.6778 | 1.691 |
Largest Winning Trade | 173911 | 173911 | 11582 | 600044 | 600044 | 60725 |
Largest Losing Trade | -69549 | -69549 | -10890 | -386391 | -386391 | -33448 |
Avg Bars in Trades | 54 | 107 | 2 | 54 | 107 | 2 |
Avg Bars in Winners | 31 | 60 | 1 | 31 | 60 | 1 |
Avg Bars in Losers | 115 | 239 | 3 | 115 | 239 | 3 |
Bars Traded | 3752 | 3669 | 83 | 3752 | 3669 | 83 |
Profit Streak | 593.8855 | 711.2189 | 593.8855 | 593.8855 | 711.2189 | 593.8855 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -87817 | 576932 | -227102 | -92658 | 469162 | -51989 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 65, "offset": 0, "std": 2.91774 } } }
# | 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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