Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927580.5827 | 895619.8253 | 31960.7574 | 14294926.7399 | 13362529.9397 | 932396.8001 |
Total P&L (%) | 927.5806 | 895.6198 | 31.9608 | 14294.9267 | 13362.5299 | 932.3968 |
Avg Daily Profit (%) | 0.5003 | 0.4831 | 0.0172 | 0.2684 | 0.2648 | 0.126 |
Buy And Hold Return (%) | 4989.6252 | 4989.6252 | 4989.6252 | 4989.6252 | 4989.6252 | 4989.6252 |
Max Trade Drawdown | -88101 | -88970 | -19417 | -12307077 | -12281800 | -1094612 |
Profit Factor | 6.2831 | 7.2183 | 2.0132 | 1.6379 | 1.6383 | 1.632 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Losing Trades | 15 | 4 | 11 | 15 | 4 | 11 |
Profitability (%) | 75.4098 | 86.6667 | 64.5161 | 75.4098 | 86.6667 | 64.5161 |
Ratio Avg Win / Avg Loss | 2.0489 | 1.1105 | 1.1073 | 0.5341 | 0.252 | 0.8976 |
Largest Winning Trade | 167268 | 167268 | 8846 | 9028349 | 9028349 | 396170 |
Largest Losing Trade | -88101 | -88101 | -19417 | -12266698 | -12266698 | -1094612 |
Avg Bars in Trades | 156 | 314 | 2 | 156 | 314 | 2 |
Avg Bars in Winners | 111 | 196 | 1 | 111 | 196 | 1 |
Avg Bars in Losers | 292 | 1086 | 4 | 292 | 1086 | 4 |
Bars Traded | 9527 | 9444 | 83 | 9527 | 9444 | 83 |
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 | -309350 | -143413 | -330764 | -156991 | 360289 | -187742 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 241, "offset": 0, "std": 3.35966 } } }
# | 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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