Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2767454.272 | 2934076.6744 | -166622.4024 | -98402.0629 | 266234.2571 | -364636.32 |
Total P&L (%) | 2767.4543 | 2934.0767 | -166.6224 | -98.4021 | 266.2343 | -364.6363 |
Avg Daily Profit (%) | 1.1926 | 1.2644 | -0.0718 | -0.1781 | 0.056 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -301827 | -282932 | -189830 | -730735 | -368033 | -370526 |
Profit Factor | 3.2407 | 4.1746 | 0.4639 | 0.9032 | 1.4259 | 0.0682 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 97 | 51 | 46 | 97 | 51 | 46 |
Profitability (%) | 29.1971 | 25 | 33.3333 | 29.1971 | 25 | 33.3333 |
Ratio Avg Win / Avg Loss | 7.8588 | 12.5238 | 0.9279 | 2.1902 | 4.2778 | 0.1364 |
Largest Winning Trade | 2886944 | 2886944 | 20450 | 707807 | 707807 | 9225 |
Largest Losing Trade | -53391 | -53391 | -42601 | -164481 | -160457 | -164481 |
Avg Bars in Trades | 33 | 64 | 2 | 33 | 64 | 2 |
Avg Bars in Winners | 66 | 150 | 4 | 66 | 150 | 4 |
Avg Bars in Losers | 19 | 35 | 1 | 19 | 35 | 1 |
Bars Traded | 4567 | 4373 | 194 | 4567 | 4373 | 194 |
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 | 314914 | -118514 | -688939 | -588953 | -255506 | -688939 |
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{ "first_band": { "type": "bbl", "factors": { "length": 172, "offset": 0, "std": 2.03132 } }, "second_band": { "type": "ohlc4", "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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