Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 372473.2088 | 288614.7161 | 83858.4927 | 411044.4214 | -71236.5903 | 482281.0117 |
Total P&L (%) | 372.4732 | 288.6147 | 83.8585 | 411.0444 | -71.2366 | 482.281 |
Avg Daily Profit (%) | 0.3041 | 0.2356 | 0.0685 | 0.1333 | -0.1017 | 0.1439 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89078 | -97197 | -25065 | -1787633 | -2002728 | -346094 |
Profit Factor | 1.7422 | 1.7142 | 1.8576 | 1.0683 | 0.9859 | 1.4936 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 60 | 61.4035 | 58.6207 | 60 | 61.4035 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.1614 | 1.0775 | 1.3112 | 0.7122 | 0.6197 | 1.0543 |
Largest Winning Trade | 110647 | 110647 | 18113 | 608838 | 608838 | 161271 |
Largest Losing Trade | -64973 | -64973 | -10022 | -1006168 | -1006168 | -123231 |
Avg Bars in Trades | 122 | 230 | 16 | 122 | 230 | 16 |
Avg Bars in Winners | 81 | 145 | 16 | 81 | 145 | 16 |
Avg Bars in Losers | 183 | 365 | 16 | 183 | 365 | 16 |
Bars Traded | 14081 | 13142 | 939 | 14081 | 13142 | 939 |
Profit Streak | 3.8573 | 0 | 25.1906 | 3.8573 | 0 | 25.1906 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430252 | -168514 | -277234 | -161002 | -759355 | -177760 |
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{ "first_band": { "type": "bbl", "factors": { "length": 34, "offset": 0, "std": 2.3012 } }, "second_band": { "type": "sma", "factors": { "length": 80, "offset": 0 } } }
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# | 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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