Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1854165.4411 | 1836903.4479 | 17261.9932 | 241731.6155 | 128915.8614 | 112815.7542 |
Total P&L (%) | 1854.1654 | 1836.9034 | 17.262 | 241.7316 | 128.9159 | 112.8158 |
Avg Daily Profit (%) | 1.0005 | 0.9911 | 0.0093 | 0.0663 | 0.0447 | 0.0408 |
Buy And Hold Return (%) | 106.3579 | 106.3579 | 106.3579 | 106.3579 | 106.3579 | 106.3579 |
Max Trade Drawdown | -176814 | -147837 | -61025 | -2579189 | -2148250 | -894900 |
Profit Factor | 4.0389 | 5.5392 | 1.084 | 1.0439 | 1.0333 | 1.0692 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 40.9091 | 33.3333 | 48.4848 | 40.9091 | 33.3333 | 48.4848 |
Ratio Avg Win / Avg Loss | 5.8339 | 11.0785 | 1.1518 | 1.5078 | 2.0665 | 1.136 |
Largest Winning Trade | 1589239 | 1589239 | 42801 | 1469629 | 1469629 | 293411 |
Largest Losing Trade | -53029 | -53029 | -24792 | -673463 | -673463 | -451952 |
Avg Bars in Trades | 81 | 128 | 33 | 81 | 128 | 33 |
Avg Bars in Winners | 117 | 236 | 35 | 117 | 236 | 35 |
Avg Bars in Losers | 55 | 75 | 31 | 55 | 75 | 31 |
Bars Traded | 5347 | 4248 | 1099 | 5347 | 4248 | 1099 |
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 | -111882 | 540575 | -474897 | -412887 | -422341 | -430411 |
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{ "first_band": { "type": "bbl", "factors": { "length": 136, "offset": 0, "std": 1.94154 } }, "second_band": { "type": "dcl", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 136, "offset": 0, "std": 1.94154 } }, "second_band": { "type": "dcl", "factors": { "length": 42, "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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