Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 135252.5994 | 391279.4602 | -256026.8608 | -99616.8103 | 213515.8432 | -313132.6535 |
Total P&L (%) | 135.2526 | 391.2795 | -256.0269 | -99.6168 | 213.5158 | -313.1327 |
Avg Daily Profit (%) | 0.0582 | 0.1684 | -0.1102 | -0.2392 | 0.0492 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -269287 | -218339 | -308598 | -223933 | -171462 | -346204 |
Profit Factor | 1.1231 | 1.6993 | 0.5249 | 0.8851 | 1.5439 | 0.3398 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 51 | 24 | 27 | 51 | 24 | 27 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 56.044 | 53.3333 | 58.6957 | 56.044 | 53.3333 | 58.6957 |
Ratio Avg Win / Avg Loss | 0.8809 | 1.4869 | 0.3694 | 0.6942 | 1.3509 | 0.2391 |
Largest Winning Trade | 206240 | 206240 | 22451 | 112113 | 112113 | 21511 |
Largest Losing Trade | -79156 | -79156 | -78069 | -93467 | -86675 | -93467 |
Avg Bars in Trades | 88 | 153 | 23 | 88 | 153 | 23 |
Avg Bars in Winners | 39 | 60 | 20 | 39 | 60 | 20 |
Avg Bars in Losers | 150 | 260 | 28 | 150 | 260 | 28 |
Bars Traded | 8010 | 6925 | 1085 | 8010 | 6925 | 1085 |
Profit Streak | 84.8253 | 0 | 306.0753 | 84.8253 | 0 | 306.0753 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -200339 | 358496 | -577931 | -579193 | -125131 | -577931 |
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{ "first_band": { "type": "bbl", "factors": { "length": 30, "offset": 0, "std": 2.41372 } }, "second_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 3.955 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 30, "offset": 0, "std": 2.41372 } }, "second_band": { "type": "bbm", "factors": { "length": 221, "offset": 0, "std": 3.955 } } }
# | 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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