Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 333842.7114 | 433548.1989 | -99705.4875 | -67696.4621 | 272799.8463 | -340496.3083 |
Total P&L (%) | 333.8427 | 433.5482 | -99.7055 | -67.6965 | 272.7998 | -340.4963 |
Avg Daily Profit (%) | 0.2063 | 0.268 | -0.0616 | -0.0698 | 0.0814 | 0 |
Buy And Hold Return (%) | 22.817 | 22.817 | 22.817 | 22.817 | 22.817 | 22.817 |
Max Trade Drawdown | -250506 | -198790 | -96983 | -2611654 | -2278295 | -625634 |
Profit Factor | 1.4818 | 1.9303 | 0.5604 | 0.988 | 1.0631 | 0.7386 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 50 | 29 | 21 | 50 | 29 | 21 |
Losing Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Profitability (%) | 46.729 | 54.717 | 38.8889 | 46.729 | 54.717 | 38.8889 |
Ratio Avg Win / Avg Loss | 1.6893 | 1.5975 | 0.8807 | 1.1263 | 0.8798 | 1.1607 |
Largest Winning Trade | 184020 | 184020 | 18352 | 1712744 | 1712744 | 302808 |
Largest Losing Trade | -79252 | -79252 | -26582 | -1455114 | -1455114 | -292215 |
Avg Bars in Trades | 175 | 330 | 23 | 175 | 330 | 23 |
Avg Bars in Winners | 120 | 193 | 19 | 120 | 193 | 19 |
Avg Bars in Losers | 223 | 495 | 25 | 223 | 495 | 25 |
Bars Traded | 18768 | 17523 | 1245 | 18768 | 17523 | 1245 |
Profit Streak | 497.3493 | 0 | 545.5993 | 497.3493 | 0 | 545.5993 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344810 | -167576 | -764292 | -579514 | -416537 | -762626 |
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{ "first_band": { "type": "bbl", "factors": { "length": 192, "offset": 0, "std": 2.72728 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 192, "offset": 0, "std": 2.72728 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "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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