Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409628.2701 | 395617.3857 | 14010.8844 | 4229.1347 | -52216.94 | 56446.0748 |
Total P&L (%) | 409.6283 | 395.6174 | 14.0109 | 4.2291 | -52.2169 | 56.4461 |
Avg Daily Profit (%) | 0.2154 | 0.2081 | 0.0074 | 0.0022 | -0.0388 | 0.0235 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167773 | -189876 | -50308 | -848997 | -852666 | -95162 |
Profit Factor | 1.5248 | 1.6955 | 1.0662 | 1.0021 | 0.9676 | 1.1421 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Losing Trades | 66 | 32 | 34 | 66 | 32 | 34 |
Profitability (%) | 55.7047 | 56.7568 | 54.6667 | 55.7047 | 56.7568 | 54.6667 |
Ratio Avg Win / Avg Loss | 1.2125 | 1.2918 | 0.8842 | 0.7969 | 0.7372 | 0.9471 |
Largest Winning Trade | 165749 | 165749 | 17908 | 496199 | 496199 | 102948 |
Largest Losing Trade | -63851 | -63851 | -24661 | -445858 | -445858 | -45911 |
Avg Bars in Trades | 68 | 130 | 6 | 68 | 130 | 6 |
Avg Bars in Winners | 42 | 76 | 6 | 42 | 76 | 6 |
Avg Bars in Losers | 100 | 200 | 6 | 100 | 200 | 6 |
Bars Traded | 10170 | 9655 | 515 | 10170 | 9655 | 515 |
Profit Streak | 488.7942 | 0 | 489.7942 | 488.7942 | 0 | 489.7942 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393443 | -53512 | -428570 | -573840 | -644082 | -283397 |
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{ "first_band": { "type": "bbl", "factors": { "length": 14, "offset": 0, "std": 4.84812 } }, "second_band": { "type": "midpoint", "factors": { "length": 85, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 14, "offset": 0, "std": 4.84812 } }, "second_band": { "type": "midpoint", "factors": { "length": 85, "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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