Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2443758.6381 | 2496710.1069 | -52951.4688 | -78498.7958 | 139780.9205 | -218279.7163 |
Total P&L (%) | 2443.7586 | 2496.7101 | -52.9515 | -78.4988 | 139.7809 | -218.2797 |
Avg Daily Profit (%) | 1.0592 | 1.0822 | -0.023 | -0.0666 | 0.0379 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -258719 | -247667 | -59820 | -1040532 | -904821 | -230516 |
Profit Factor | 3.8757 | 4.4624 | 0.5886 | 0.9581 | 1.0898 | 0.3104 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 72 | 39 | 33 | 72 | 39 | 33 |
Profitability (%) | 30.0971 | 23.5294 | 36.5385 | 30.0971 | 23.5294 | 36.5385 |
Ratio Avg Win / Avg Loss | 9.0015 | 14.5027 | 1.0223 | 2.2253 | 3.5418 | 0.5391 |
Largest Winning Trade | 2402289 | 2402289 | 9785 | 757476 | 757476 | 33434 |
Largest Losing Trade | -65511 | -65511 | -15883 | -238333 | -238333 | -110408 |
Avg Bars in Trades | 132 | 262 | 4 | 132 | 262 | 4 |
Avg Bars in Winners | 211 | 535 | 7 | 211 | 535 | 7 |
Avg Bars in Losers | 98 | 178 | 2 | 98 | 178 | 2 |
Bars Traded | 13636 | 13397 | 238 | 13636 | 13397 | 238 |
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 | 464236 | -195817 | -764123 | -585466 | -479531 | -765790 |
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{ "first_band": { "type": "bbl", "factors": { "length": 131, "offset": 0, "std": 2.53441 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 131, "offset": 0, "std": 2.53441 } }, "second_band": { "type": "hl2", "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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