Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 285589.7273 | 270260.4654 | 15329.262 | 37782.1113 | 329916.6954 | -292134.584 |
Total P&L (%) | 285.5897 | 270.2605 | 15.3293 | 37.7821 | 329.9167 | -292.1346 |
Avg Daily Profit (%) | 0.1504 | 0.1423 | 0.0081 | 0.0169 | 0.0768 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189800 | -170353 | -47730 | -1111322 | -728674 | -455470 |
Profit Factor | 1.4333 | 1.5485 | 1.0921 | 1.0147 | 1.1923 | 0.6597 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 65.1786 | 64.2857 | 66.0714 | 65.1786 | 64.2857 | 66.0714 |
Ratio Avg Win / Avg Loss | 0.7657 | 0.8603 | 0.5608 | 0.5421 | 0.6624 | 0.3388 |
Largest Winning Trade | 87951 | 87951 | 17793 | 390263 | 390263 | 119217 |
Largest Losing Trade | -54518 | -54518 | -38725 | -380345 | -380345 | -341171 |
Avg Bars in Trades | 48 | 93 | 2 | 48 | 93 | 2 |
Avg Bars in Winners | 16 | 31 | 1 | 16 | 31 | 1 |
Avg Bars in Losers | 107 | 206 | 3 | 107 | 206 | 3 |
Bars Traded | 5377 | 5246 | 131 | 5377 | 5246 | 131 |
Profit Streak | 0 | 92.5613 | 0 | 0 | 92.5613 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312993 | -180725 | -490597 | -376501 | -278698 | -758472 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "bbu", "factors": { "length": 175, "offset": 0, "std": 2.56737 } } }
# | 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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