Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1389730.1919 | 1330372.1956 | 59357.9963 | 18687966.001 | 17767952.8639 | 920013.137 |
Total P&L (%) | 1389.7302 | 1330.3722 | 59.358 | 18687.966 | 17767.9529 | 920.0131 |
Avg Daily Profit (%) | 0.7452 | 0.7133 | 0.0318 | 0.2811 | 0.2784 | 0.1246 |
Buy And Hold Return (%) | 6818.9745 | 6818.9745 | 6818.9745 | 6818.9745 | 6818.9745 | 6818.9745 |
Max Trade Drawdown | -117437 | -157879 | -59635 | -10670947 | -11266906 | -4587985 |
Profit Factor | 2.8356 | 4.3099 | 1.1671 | 1.3681 | 1.6607 | 1.0385 |
Total Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Winning Trades | 112 | 57 | 55 | 112 | 57 | 55 |
Losing Trades | 115 | 56 | 59 | 115 | 56 | 59 |
Profitability (%) | 49.3392 | 50.4425 | 48.2456 | 49.3392 | 50.4425 | 48.2456 |
Ratio Avg Win / Avg Loss | 2.9115 | 4.2343 | 1.252 | 1.4048 | 1.6316 | 1.1141 |
Largest Winning Trade | 492352 | 492352 | 33258 | 6473674 | 6473674 | 2532572 |
Largest Losing Trade | -62186 | -62186 | -36180 | -3356042 | -3356042 | -2511030 |
Avg Bars in Trades | 23 | 37 | 10 | 23 | 37 | 10 |
Avg Bars in Winners | 32 | 52 | 12 | 32 | 52 | 12 |
Avg Bars in Losers | 14 | 21 | 8 | 14 | 21 | 8 |
Bars Traded | 5369 | 4201 | 1168 | 5369 | 4201 | 1168 |
Profit Streak | 0 | 90.0318 | 0 | 0 | 90.0318 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146458 | -144898 | -353493 | 255547 | 344040 | -370817 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 89 } }, "second_band": { "type": "bbu", "factors": { "length": 239, "offset": 0, "std": 1.49211 } } }
# | 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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