Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 387859.2854 | 337080.3166 | 50778.9689 | 2115883.7923 | 1720166.5462 | 395717.2461 |
Total P&L (%) | 387.8593 | 337.0803 | 50.779 | 2115.8838 | 1720.1665 | 395.7172 |
Avg Daily Profit (%) | 0.4676 | 0.4064 | 0.0612 | 0.3742 | 0.3504 | 0.1932 |
Buy And Hold Return (%) | 484.9256 | 484.9256 | 484.9256 | 484.9256 | 484.9256 | 484.9256 |
Max Trade Drawdown | -104316 | -88680 | -25913 | -1417409 | -1463122 | -577461 |
Profit Factor | 1.9506 | 2.197 | 1.4017 | 1.3643 | 1.4058 | 1.2521 |
Total Trades | 215 | 107 | 108 | 215 | 107 | 108 |
Winning Trades | 161 | 87 | 74 | 161 | 87 | 74 |
Losing Trades | 54 | 20 | 34 | 54 | 20 | 34 |
Profitability (%) | 74.8837 | 81.3084 | 68.5185 | 74.8837 | 81.3084 | 68.5185 |
Ratio Avg Win / Avg Loss | 0.6542 | 0.5051 | 0.644 | 0.4576 | 0.3232 | 0.5753 |
Largest Winning Trade | 27423 | 27423 | 12741 | 390455 | 390455 | 169808 |
Largest Losing Trade | -33335 | -33335 | -17253 | -473080 | -473080 | -435890 |
Avg Bars in Trades | 21 | 38 | 4 | 21 | 38 | 4 |
Avg Bars in Winners | 12 | 19 | 2 | 12 | 19 | 2 |
Avg Bars in Losers | 49 | 120 | 7 | 49 | 120 | 7 |
Bars Traded | 4616 | 4129 | 487 | 4616 | 4129 | 487 |
Profit Streak | 7.6134 | 0 | 26.28 | 7.6134 | 0 | 26.28 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149635 | -150965 | -274693 | 422794 | 352335 | -156859 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 53, "offset": 0, "std": 1.80313 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 53, "offset": 0, "std": 1.80313 } } }
# | 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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