Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 771671.232 | 655789.2077 | 115882.0243 | 9314709.2538 | 9544428.5473 | -229719.2936 |
Total P&L (%) | 771.6712 | 655.7892 | 115.882 | 9314.7093 | 9544.4285 | -229.7193 |
Avg Daily Profit (%) | 0.3088 | 0.2624 | 0.0464 | 0.182 | 0.183 | 0 |
Buy And Hold Return (%) | 896.8143 | 896.8143 | 896.8143 | 896.8143 | 896.8143 | 896.8143 |
Max Trade Drawdown | -90323 | -87086 | -58596 | -4260226 | -2924557 | -3000330 |
Profit Factor | 2.146 | 2.6754 | 1.411 | 1.4608 | 1.9121 | 0.9764 |
Total Trades | 205 | 102 | 103 | 205 | 102 | 103 |
Winning Trades | 131 | 70 | 61 | 131 | 70 | 61 |
Losing Trades | 74 | 32 | 42 | 74 | 32 | 42 |
Profitability (%) | 63.9024 | 68.6275 | 59.2233 | 63.9024 | 68.6275 | 59.2233 |
Ratio Avg Win / Avg Loss | 1.2123 | 1.223 | 0.9715 | 0.8252 | 0.8741 | 0.6723 |
Largest Winning Trade | 184955 | 184955 | 22285 | 2511039 | 2511039 | 1036164 |
Largest Losing Trade | -54363 | -54363 | -26009 | -2518273 | -2518273 | -1490712 |
Avg Bars in Trades | 67 | 118 | 17 | 67 | 118 | 17 |
Avg Bars in Winners | 43 | 63 | 20 | 43 | 63 | 20 |
Avg Bars in Losers | 110 | 237 | 14 | 110 | 237 | 14 |
Bars Traded | 13907 | 12068 | 1839 | 13907 | 12068 | 1839 |
Profit Streak | 0 | 58.0443 | 0 | 0 | 58.0443 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150964 | -149347 | -296474 | 365725 | 454038 | -579584 |
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{ "first_band": { "type": "bbl", "factors": { "length": 152, "offset": 0, "std": 4.44195 } }, "second_band": { "type": "midpoint", "factors": { "length": 205, "offset": 0 } } }
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# | 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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