Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2074316.7943 | 1977528.3424 | 96788.452 | 4978314.3757 | -1393015.0493 | 6371329.425 |
Total P&L (%) | 2074.3168 | 1977.5283 | 96.7885 | 4978.3144 | -1393.015 | 6371.3294 |
Avg Daily Profit (%) | 1.1107 | 1.0589 | 0.0518 | 0.2105 | 0 | 0.2235 |
Buy And Hold Return (%) | 279.4302 | 279.4302 | 279.4302 | 279.4302 | 279.4302 | 279.4302 |
Max Trade Drawdown | -122898 | -103054 | -50236 | -13499168 | -11630790 | -3105446 |
Profit Factor | 3.5141 | 4.3794 | 1.4034 | 1.0989 | 0.9623 | 1.476 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 62 | 22 | 40 | 62 | 22 | 40 |
Losing Trades | 140 | 79 | 61 | 140 | 79 | 61 |
Profitability (%) | 30.6931 | 21.7822 | 39.604 | 30.6931 | 21.7822 | 39.604 |
Ratio Avg Win / Avg Loss | 7.935 | 15.7261 | 2.1402 | 2.4813 | 3.4556 | 2.2509 |
Largest Winning Trade | 1186814 | 1186814 | 28486 | 10995221 | 10995221 | 2210473 |
Largest Losing Trade | -24859 | -24859 | -14112 | -3281232 | -3281232 | -966793 |
Avg Bars in Trades | 18 | 31 | 4 | 18 | 31 | 4 |
Avg Bars in Winners | 36 | 87 | 8 | 36 | 87 | 8 |
Avg Bars in Losers | 10 | 15 | 2 | 10 | 15 | 2 |
Bars Traded | 3684 | 3187 | 497 | 3684 | 3187 | 497 |
Profit Streak | 56.3039 | 56.3039 | 56.8039 | 56.3039 | 56.3039 | 56.8039 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538173 | -22989 | -291141 | -107720 | -621720 | 252748 |
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{ "first_band": { "type": "bbl", "factors": { "length": 31, "offset": 0, "std": 1.51498 } }, "second_band": { "type": "hlc3", "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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